# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0002071691-26-013074
**Filing Date:** 2026-6
**Character Count:** 8585192
**Document Hash:** cc3c0f65fb624e6c8e6bfb241e04ba9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013074.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013074

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 261064191

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Core Universal USD Bond ETF (Series ID: S000045644)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000141927 | iShares Core Universal USD Bond ETF | IUSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Core Total USD Bond Market ETF

- **b. EDGAR series identifier (if any):** S000045644

- **c. LEI of Series:** 549300IWM5U5LVTDP761

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $34280966712.91

**Total Liabilities:** $1096056079.33

**Net Assets:** $33184910633.58

**Cash Not Reported:** $95638.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16100.76000000 | **1-Year:** 344047.28000000 | **5-Year:** 4356740.66000000 | **10-Year:** 3132592.84000000 | **30-Year:** 2765219.05000000

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

- **3-Month:** 469.88000000 | **1-Year:** 58398.49000000 | **5-Year:** 518120.08000000 | **10-Year:** 97686.47000000 | **30-Year:** 134149.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141927 | 2.08%                | -0.03%               | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5740864.25              | $555225027.78                              |
| Month 2  | $6945522.64              | $-131068073.99                             |
| Month 3  | $-17156814.65            | $13901936.50                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3555241.79   | 0.01%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                                          | Liberty Interactive LLC                                                                                                       | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    505000 | PA      | $188709.42    | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1751829 | PA      | $1485721.90   | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    987000 | PA      | $988256.17    | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                          | Amazon Conservation DAC                                                                                                       | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    400000 | PA      | $399340.33    | 0.00%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50326000 | PA      | $36816614.38  | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                 | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440870 | PA      | $397603.20    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    495000 | PA      | $521342.12    | 0.00%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $748557.58    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Shinhan Card Co. Ltd.                                                            | Shinhan Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400VPS0FMK2WR8F98       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193088.82    | 0.00%             | 2026-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230162.92    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206057.55    | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1604245.88   | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings, Inc.                                                             | AmFam Holdings, Inc.                                                                                                          | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $551540.49    | 0.00%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $771453.65    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    588000 | PA      | $391532.30    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $345930.62    | 0.00%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4353082 | PA      | $4410113.24   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University, Series A                                                                                            | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    253000 | PA      | $144000.79    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35181586 | PA      | $29983301.24  | 0.09%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System, Inc.                          | Franciscan Missionaries of Our Lady Health System, Inc., Series B                                                             | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    458000 | PA      | $340270.06    | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    825000 | PA      | $805944.68    | 0.00%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                   | Empire State Development Corp., Series 2009E                                                                                  | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139116.29    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    815000 | PA      | $841659.83    | 0.00%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19296 | PA      | $17376.95     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    885000 | PA      | $890840.31    | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                                              | Graham Holdings Co.                                                                                                           | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400600.75    | 0.00%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $790868.36    | 0.00%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    748000 | PA      | $738548.17    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1045313.66   | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IFC Development Corporate Treasury Ltd.                                          | IFC Development Corporate Treasury Ltd.                                                                                       | CUSIP: N/A<br>LEI: 254900BKHKLJRAT5BD90       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $384612.36    | 0.00%             | 2029-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pactiv LLC                                                                       | Pactiv LLC                                                                                                                    | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |    165000 | PA      | $178601.19    | 0.00%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                           | Amkor Technology, Inc.                                                                                                        | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520152.17    | 0.00%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DIB Tier 1 Sukuk 6 Ltd.                                                          | DIB Tier 1 Sukuk 6 Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549007YHGE9QNNSXL07       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196564.17    | 0.00%             | 2030-04-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    502000 | PA      | $291377.74    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303025.86    | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472038.47    | 0.00%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    575000 | PA      | $547406.35    | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1660000 | PA      | $1417513.44   | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| LSB Industries, Inc.                                                             | LSB Industries, Inc.                                                                                                          | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $445560.17    | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBV0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $585579.75    | 0.00%             | 2034-09-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AUB Sukuk Ltd.                                                                   | AUB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300FXQ5JG3SV47Q86       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $578894.39    | 0.00%             | 2026-09-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    790000 | PA      | $784554.15    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $850783.84    | 0.00%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $597891.18    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    545000 | PA      | $468455.62    | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 06-E                                                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $371121.96    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    395000 | PA      | $258364.38    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441947.59    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1112353.19   | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203784.96    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $388013.74    | 0.00%             | 2030-01-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1338497.85   | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1945209 | PA      | $1823856.28   | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1630551.42   | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497389.45    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $975750.70    | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2024-B, Class A3                                                                         | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013109.85   | 0.00%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $892065.89    | 0.00%             | 2030-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $443680.04    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1004621.71   | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4375118 | PA      | $3661780.68   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    448000 | PA      | $429101.30    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83201000 | PA      | $84094760.74  | 0.25%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2117675.21   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    510000 | PA      | $452217.92    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    935000 | PA      | $942571.41    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    763000 | PA      | $651132.96    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $611373.05    | 0.00%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1605053.48   | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                                             | Weir Group plc (The)                                                                                                          | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $785376.90    | 0.00%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SABIC Capital I BV                                                               | SABIC Capital I BV                                                                                                            | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $349673.64    | 0.00%             | 2030-09-14      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1129381.00   | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    890000 | PA      | $894637.53    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    690000 | PA      | $704622.69    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    795000 | PA      | $742355.70    | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $886403.01    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tata Capital Ltd.                                                                | Tata Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800TXSHN87ZZ57925       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $402603.32    | 0.00%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    254000 | PA      | $266239.25    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193451.04    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo Unlimited Co.                                                 | STERIS Irish FinCo UnLtd. Co.                                                                                                 | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    687000 | PA      | $609978.67    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    631849 | PA      | $563444.02    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39801497 | PA      | $31648738.63  | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    960000 | PA      | $971728.31    | 0.00%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $540308.35    | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    695000 | PA      | $686114.35    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111526000 | PA      | $112292741.25 | 0.34%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    482000 | PA      | $408279.84    | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series VV                                                                                        | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    603000 | PA      | $476001.16    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $540251.17    | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1219462.80   | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1758495.73   | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    495000 | PA      | $551942.13    | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172900.06    | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    629000 | PA      | $589905.70    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Dignity Health                                                                   | Dignity Health                                                                                                                | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $369277.93    | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                              | Owens & Minor, Inc.                                                                                                           | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    560000 | PA      | $476885.52    | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611333.17    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1495000 | PA      | $1535175.90   | 0.00%             | 2035-02-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    640000 | PA      | $621880.93    | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $294353.11    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $599442.52    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |   1000000 | PA      | $1033133.28   | 0.00%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1121000 | PA      | $784409.88    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13497 | PA      | $13160.24     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital II                                                      | Farmers Exchange Capital II                                                                                                   | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $331022.22    | 0.00%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295480.54    | 0.00%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2011470.71   | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBL5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $379387.63    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204347.23    | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604752.29    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415115.06    | 0.00%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    990000 | PA      | $886856.24    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305056.30    | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1043429.83   | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16403461 | PA      | $13080317.28  | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    625000 | PA      | $637014.50    | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1066643.32   | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                            | Diebold Nixdorf, Inc.                                                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    940000 | PA      | $979366.64    | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | Kite Realty Group Trust                                                                                                       | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $235059.99    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $890879.96    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    340000 | PA      | $261531.89    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub, Inc.                                                       | Utah Acquisition Sub, Inc.                                                                                                    | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    995000 | PA      | $754921.99    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    680000 | PA      | $680259.79    | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                                               | DXC Technology Co.                                                                                                            | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    475000 | PA      | $455941.56    | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2159750.54   | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    767000 | PA      | $705969.32    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376256.93    | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1173913 | PA      | $995502.27    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    865000 | PA      | $868423.37    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $343656.42    | 0.00%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    960000 | PA      | $816464.45    | 0.00%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494302.76    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    583000 | PA      | $541433.40    | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    535000 | PA      | $539336.30    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3657184.88   | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1975000 | PA      | $2015360.62   | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2980000 | PA      | $3009143.05   | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98991 | PA      | $98672.45     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    830000 | PA      | $808838.79    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $578934.49    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma, Series K                                                                                      | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    420000 | PA      | $265209.44    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723924.52    | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    435000 | PA      | $490473.92    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289813 | PA      | $274226.04    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6547 | PA      | $6482.74      | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMW Vehicle Owner Trust, Series 2025-A, Class A4                                                                              | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505366.54    | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    973000 | PA      | $941580.61    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $399247.37    | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    505000 | PA      | $530776.55    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $987240.90    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $402451.28    | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    775000 | PA      | $771573.46    | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    961000 | PA      | $651411.78    | 0.00%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1128088.61   | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $938519.03    | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1290000 | PA      | $1168163.67   | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1918000 | PA      | $1936444.13   | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                      | Ciena Corp.                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371314.34    | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $491518.64    | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4493000 | PA      | $4178269.34   | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    434000 | PA      | $402284.43    | 0.00%             | 2034-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Blossom Joy Ltd.                                                                 | Blossom Joy Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 300300LGCJ91O86HIU38       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $720303.53    | 0.00%             | 2030-10-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    581000 | PA      | $514048.30    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $607965.74    | 0.00%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $2256836.59   | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625811.26    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329354 | PA      | $304303.13    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C33, Class A4                                                                              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4187717.92   | 0.01%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14979.43     | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3002263 | PA      | $2733589.43   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BFQW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11856365 | PA      | $11423019.93  | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $782653.29    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $198415.65    | 0.00%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1191425 | PA      | $1015440.68   | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66399.65     | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    254000 | PA      | $258786.15    | 0.00%             | 2028-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $329922.19    | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    485000 | PA      | $327962.73    | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $270765.14    | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $588212.75    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $977968.49    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2826106.56   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    585000 | PA      | $577624.23    | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $387693.47    | 0.00%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $592498.58    | 0.00%             | 2033-05-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pioneer Reward Ltd.                                                              | Pioneer Reward Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800S7P8CY8UE2TH93       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $586850.12    | 0.00%             | 2026-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2398359.60   | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AL9<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430595.80    | 0.00%             | 2026-06-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613013.76    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1683849.52   | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    725000 | PA      | $648660.12    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   1400000 | PA      | $1243813.94   | 0.00%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    880000 | PA      | $892861.48    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428804.67    | 0.00%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1024463.89   | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $738681.95    | 0.00%             | 2051-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1717058.81   | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1233078.02   | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AM7<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $544491.17    | 0.00%             | 2029-06-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    985000 | PA      | $960434.99    | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    840000 | PA      | $556291.92    | 0.00%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280830.02    | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307055.52    | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $996478.24    | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2393023.66   | 0.01%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $1211073.52   | 0.00%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP                                                                  | CVR Partners LP                                                                                                               | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $498537.53    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1175161.41   | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                            | Incora Top Holdco LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    152155 | PA      | $32484.78     | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: —       |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1315000 | PA      | $1335253.58   | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1014028.78   | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    733000 | PA      | $651262.81    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    917000 | PA      | $790993.66    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                         | Encino Acquisition Partners Holdings LLC                                                                                      | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    685000 | PA      | $685701.91    | 0.00%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348569.19    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    632000 | PA      | $574571.00    | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    861000 | PA      | $861958.72    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17803706 | PA      | $18209603.02  | 0.05%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2950000 | PA      | $2339362.44   | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AV8<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456227.01    | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    527000 | PA      | $451028.05    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    511000 | PA      | $382986.77    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    345000 | PA      | $303733.38    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    970000 | PA      | $952999.53    | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | Permanent University Fund - Texas A&M University System, Series 2017B                                                         | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80305.55     | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460900.65    | 0.00%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6103877 | PA      | $5878898.06   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125575.66    | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1336000 | PA      | $1118522.07   | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    680000 | PA      | $663867.61    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Queen's Health Systems (The)                                                     | Queen's Health Systems (The)                                                                                                  | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    251000 | PA      | $223761.59    | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2010A                                                                                   | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1636055.68   | 0.00%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $599694.82    | 0.00%             | 2026-04-09      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $413660.04    | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $1176459.93   | 0.00%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1150000 | PA      | $1173077.81   | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1570118.47   | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    735000 | PA      | $745015.93    | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Sky Group Finance Ltd.                                                           | Sky Group Finance Ltd.                                                                                                        | CUSIP: 11778BAB8<br>LEI: 213800BZ2GKRAWTQFZ49 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $673785.21    | 0.00%             | 2035-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1503177 | PA      | $1508449.96   | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    665000 | PA      | $639793.37    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    621000 | PA      | $583220.70    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1362170 | PA      | $1246091.11   | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1537836.20   | 0.00%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $929697.42    | 0.00%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1340000 | PA      | $1339046.24   | 0.00%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    955000 | PA      | $828945.33    | 0.00%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    998000 | PA      | $734261.20    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $344449.71    | 0.00%             | 2047-05-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    641000 | PA      | $700314.00    | 0.00%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                                                                   | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    555000 | PA      | $548666.07    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55647000 | PA      | $56155648.36  | 0.17%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oil India Ltd.                                                                   | Oil India Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $608243.76    | 0.00%             | 2029-02-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sigma Finance Netherlands BV                                                     | Sigma Finance Netherlands BV                                                                                                  | CUSIP: N/A<br>LEI: 549300K5R8C331KIC659       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $398209.94    | 0.00%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2V1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2539699.74   | 0.01%             | 2029-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1477647.66   | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1603072.49   | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    776000 | PA      | $657275.44    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    921000 | PA      | $911607.87    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142821 | PA      | $1182897.63   | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18408 | PA      | $18118.23     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $998738.11    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Petroliam Nasional Bhd.                                                          | Petroliam Nasional Bhd.                                                                                                       | CUSIP: N/A<br>LEI: 5493003RZQYJM7QGNE15       | Long             | DBT              | NUSS              | MY        |    515000 | PA      | $537719.27    | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1965121.51   | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CAY0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    460000 | PA      | $398670.65    | 0.00%             | 2030-09-21      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1031808.93   | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2121334.34   | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $923829.27    | 0.00%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1004326.91   | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    355000 | PA      | $268353.59    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust III                                                   | Five Corners Funding Trust III                                                                                                | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1287876.20   | 0.00%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1060000 | PA      | $1108611.78   | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $402623.88    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1065830.29   | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563466.41    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $359543.56    | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336416.75    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31537000 | PA      | $31970633.75  | 0.10%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1200000 | PA      | $1148116.41   | 0.00%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1394951.41   | 0.00%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    589000 | PA      | $481599.81    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $193353.09    | 0.00%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851CU6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353959.74    | 0.00%             | 2027-01-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355266.24    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                                      | Syensqo Finance America LLC                                                                                                   | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517238.53    | 0.00%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    845000 | PA      | $814369.18    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    582000 | PA      | $594471.81    | 0.00%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281436 | PA      | $2076368.34   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    490000 | PA      | $522562.24    | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4435 | PA      | $4375.50      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                    | Vontier Corp.                                                                                                                 | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    753000 | PA      | $652023.68    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    353000 | PA      | $322843.61    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $859060.91    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                                      | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23574.34     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $652073.11    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596650 | PA      | $564165.68    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $608267.25    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $1001889.81   | 0.00%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164017.79    | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1779000 | PA      | $1421726.67   | 0.00%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                           | BWX Technologies, Inc.                                                                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    395000 | PA      | $380637.37    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295041.03    | 0.00%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2353000 | PA      | $1463711.83   | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    740000 | PA      | $742852.36    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    805000 | PA      | $702680.82    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | Thomas Jefferson University                                                                                                   | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    272000 | PA      | $190064.91    | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400169.18    | 0.00%             | 2027-06-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243329.38    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $388365.16    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1607573.06   | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    750000 | PA      | $559492.80    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $299683.96    | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488828.98    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    180000 | PA      | $243750.33    | 0.00%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152936.88    | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2101046.82   | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    870000 | PA      | $674810.86    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    915000 | PA      | $884656.50    | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1043000 | PA      | $1032184.19   | 0.00%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    805000 | PA      | $775630.79    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609295.34    | 0.00%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    830000 | PA      | $855249.62    | 0.00%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1053645.65   | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4323332 | PA      | $3609143.39   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $2204688.70   | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1049397.60   | 0.00%             | 2026-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    855000 | PA      | $879705.02    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VIII Ltd.                                          | China Overseas Finance Cayman VIII Ltd.                                                                                       | CUSIP: N/A<br>LEI: 300300JLMTEWBKJNL662       | Long             | DBT              | CORP              | KY        |    250000 | PA      | $236719.79    | 0.00%             | 2029-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50914.21     | 0.00%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                             | Baldwin Insurance Group Holdings LLC                                                                                          | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $601422.01    | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    610000 | PA      | $526994.26    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    798000 | PA      | $610368.64    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $882843.52    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494780 | PA      | $431032.45    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    553000 | PA      | $586800.29    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23733281 | PA      | $21074816.81  | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | Montefiore Obligated Group, Series 18-C                                                                                       | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $374557.92    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    540000 | PA      | $556517.75    | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-2, Class AA                                                                 | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422378 | PA      | $398686.60    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4800000 | PA      | $4877853.40   | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shenzhen Expressway Corp. Ltd.                                                   | Shenzhen Expressway Corp. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 300300TWTZYZK4ZONP37       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $193697.18    | 0.00%             | 2026-07-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $190274.23    | 0.00%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38073 | PA      | $37874.20     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58073 | PA      | $55658.14     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    465000 | PA      | $468896.03    | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $894246.15    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    582000 | PA      | $579822.06    | 0.00%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    695000 | PA      | $707230.03    | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    565000 | PA      | $590540.56    | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1500000 | PA      | $1544893.17   | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    677000 | PA      | $662349.24    | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3191754.91   | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $817180.09    | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50065XAQ7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $401408.57    | 0.00%             | 2026-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Louisville Gas & Electric Co.                                                    | Louisville Gas & Electric Co., Series LOU                                                                                     | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    505000 | PA      | $516435.68    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54056000 | PA      | $48810878.75  | 0.15%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $298010.85    | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1368703.07   | 0.00%             | 2028-09-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                    | Cheplapharm Arzneimittel GmbH                                                                                                 | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    515000 | PA      | $458576.87    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                         | Encino Acquisition Partners Holdings LLC                                                                                      | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515002.67    | 0.00%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade Transit System, Series 2020B                                                                             | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $742192.92    | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    578000 | PA      | $392097.82    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                   | PetSmart, Inc.                                                                                                                | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1131216.31   | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $806702.38    | 0.00%             | 2027-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    505000 | PA      | $493092.50    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    665000 | PA      | $685896.31    | 0.00%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12759 | PA      | $11752.55     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                                      | Mitsubishi HC Capital, Inc.                                                                                                   | CUSIP: 60682LAG7<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $288006.14    | 0.00%             | 2030-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    570000 | PA      | $560828.70    | 0.00%             | 2027-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1459358.99   | 0.00%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $491207.89    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1133263.36   | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    280000 | PA      | $232244.25    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                        | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $955006.95    | 0.00%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Xilinx, Inc.                                                                     | Xilinx, Inc.                                                                                                                  | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $954378.51    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1520581.24   | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    625000 | PA      | $591949.00    | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1040858.65   | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QU7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5862668 | PA      | $5890682.15   | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    830000 | PA      | $828204.12    | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    780000 | PA      | $775300.68    | 0.00%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    607000 | PA      | $607552.75    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462029.43    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27307 | PA      | $25119.77     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2168960.69   | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402430.27    | 0.00%             | 2028-03-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co., Series Q                                                                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58624.44     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $672566.82    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                                        | PTC, Inc.                                                                                                                     | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    464000 | PA      | $448752.27    | 0.00%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137251.46    | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1495488.79   | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   4200000 | PA      | $4183079.80   | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                                  | Primerica, Inc.                                                                                                               | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    535000 | PA      | $465191.15    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Ports Co. PJSC                                                         | Abu Dhabi Ports Co. PJSC                                                                                                      | CUSIP: N/A<br>LEI: 213800F5LEV1NQJ68T87       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $884530.79    | 0.00%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $149073.07    | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2016 Ltd.                                     | Sinopec Group Overseas Development 2016 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002BJODD4TLAOX51       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198776.87    | 0.00%             | 2026-05-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XTA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5123342 | PA      | $4503015.77   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77000000 | PA      | $75754765.63  | 0.23%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hongkong Electric Finance Ltd.                                                   | Hongkong Electric Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900ZFMQ2KI2067818       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $527167.19    | 0.00%             | 2030-08-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    615000 | PA      | $574671.77    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $601868.78    | 0.00%             | 2028-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2298840.98   | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5108.43      | 0.00%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1104278.38   | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAT6<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $396863.70    | 0.00%             | 2027-07-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    565000 | PA      | $505915.89    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $1767077.96   | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $712038.58    | 0.00%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851ED2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157604.15    | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    733000 | PA      | $718167.08    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35090.75     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1091243.55   | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    815000 | PA      | $752793.00    | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1711000 | PA      | $1258579.13   | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1687759 | PA      | $1505920.85   | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2018                                                                                              | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127088.05    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2350978.26   | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    615000 | PA      | $524581.72    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QVJB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63116 | PA      | $60183.27     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    410000 | PA      | $270506.50    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    443000 | PA      | $438077.91    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    490000 | PA      | $560364.22    | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $203939.36    | 0.00%             | 2045-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588126 | PA      | $1553252.39   | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1341963.46   | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: 65540KAK1<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $813400.94    | 0.00%             | 2028-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    511000 | PA      | $511121.56    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    970000 | PA      | $978867.29    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    600000 | PA      | $594895.03    | 0.00%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $456311.18    | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    873000 | PA      | $719900.95    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    815000 | PA      | $813835.26    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1000000 | PA      | $848939.10    | 0.00%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1144000 | PA      | $1170728.26   | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                 | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   1090000 | PA      | $1067548.19   | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $1028626.40   | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K101, Class A2                      | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1872856.36   | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707361.17    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1015758.97   | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $811623.16    | 0.00%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900326.46    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $402429.17    | 0.00%             | 2028-01-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547100.78    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4202949 | PA      | $4152470.69   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   1500000 | PA      | $1703350.69   | 0.01%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    837000 | PA      | $821040.29    | 0.00%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1366000 | PA      | $1424674.22   | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323372 | PA      | $314828.15    | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1175000 | PA      | $1373383.68   | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    690000 | PA      | $683434.36    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356153 | PA      | $345704.63    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533686.76    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital (The)                                         | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    208000 | PA      | $114336.79    | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1394013.00   | 0.00%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    785000 | PA      | $797462.83    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L6, Class C                                                                       | CUSIP: 61692CBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $195997.75    | 0.00%             | 2054-06-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    490000 | PA      | $350120.91    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $495590.52    | 0.00%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1420309.16   | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $567259.79    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    945000 | PA      | $960291.59    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    445000 | PA      | $343829.57    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    203000 | PA      | $167871.64    | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    449000 | PA      | $372966.42    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $479396.48    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17727640 | PA      | $17034645.74  | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521378.06    | 0.00%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Qatarenergy LNG S3                                                               | QatarEnergy LNG S3                                                                                                            | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    481340 | PA      | $489146.76    | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF Group SACA                                                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $343345.48    | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Children's Hospital, Inc.                                             | Nationwide Children's Hospital, Inc.                                                                                          | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    263000 | PA      | $224520.43    | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC                                                                                                     | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    460000 | PA      | $434700.00    | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $754304.43    | 0.00%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                  | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $459855.89    | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1453590.69   | 0.00%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5654364 | PA      | $5201808.27   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1230000 | PA      | $1057283.00   | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    715000 | PA      | $714387.47    | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAE1<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $408940.72    | 0.00%             | 2027-04-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    558000 | PA      | $390378.90    | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                                 | Aragvi Finance International DAC                                                                                              | CUSIP: 03851RAC8<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |    275000 | PA      | $273069.84    | 0.00%             | 2029-11-20      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    495000 | PA      | $470727.12    | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fund of National Welfare Samruk-Kazyna JSC                                       | Fund of National Welfare Samruk-Kazyna JSC                                                                                    | CUSIP: N/A<br>LEI: 213800N83GBAZJ4ER974       | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $378031.84    | 0.00%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $863115.34    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3800000 | PA      | $2562383.92   | 0.01%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    680000 | PA      | $700258.71    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                              | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    905000 | PA      | $703945.37    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1001933.95   | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72027.43     | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85599.68     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                        | CGI, Inc.                                                                                                                     | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $351889.42    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    870000 | PA      | $928071.96    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $729459.14    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $810569.43    | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510047.38    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    715000 | PA      | $711201.85    | 0.00%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198146.70    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $384270.44    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pakistan Water & Power Development Authority                                     | Pakistan Water & Power Development Authority                                                                                  | CUSIP: N/A<br>LEI: 213800UA74QOTK6IES10       | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $286715.67    | 0.00%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The)                                                                                            | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $323102.48    | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1360000 | PA      | $1408622.86   | 0.00%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $803072.52    | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457418.35    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    921000 | PA      | $866496.11    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $581996.29    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | Rady Children's Hospital-San Diego, Series 21A                                                                                | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    240000 | PA      | $156924.95    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361197.06    | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209763 | PA      | $203154.06    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                                                                       | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    578000 | PA      | $535492.81    | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    725000 | PA      | $737180.40    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227461.71    | 0.00%             | 2029-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1560000 | PA      | $1790269.08   | 0.01%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1035000 | PA      | $1051714.53   | 0.00%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KD6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321083 | PA      | $281582.40    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                          | Carriage Services, Inc.                                                                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $374476.71    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300798.79    | 0.00%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1435000 | PA      | $958889.36    | 0.00%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AG Issuer LLC                                                                    | AG Issuer LLC                                                                                                                 | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $487595.94    | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131868.18    | 0.00%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                 | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1039710.60   | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $611923.31    | 0.00%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432416.61    | 0.00%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1013605.32   | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306662.03    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $998055.29    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2286214.91   | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    758000 | PA      | $767026.76    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1671000 | PA      | $1676406.03   | 0.01%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4810584 | PA      | $4042139.81   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   1510792 | PA      | $968311.82    | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1812156.30   | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1109608.85   | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    215000 | PA      | $213934.66    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1145000 | PA      | $1181226.33   | 0.00%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    647000 | PA      | $641583.55    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1315136.12   | 0.00%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1530000 | PA      | $1424137.93   | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2023483.56   | 0.01%             | 2031-03-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    415000 | PA      | $356624.01    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   2000000 | PA      | $1796150.68   | 0.01%             | 2046-06-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                | Hanesbrands, Inc.                                                                                                             | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    565000 | PA      | $585775.09    | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    750000 | PA      | $495991.45    | 0.00%             | 2062-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179NTC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16703 | PA      | $15191.45     | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1761651.12   | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1137628.43   | 0.00%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47673500 | PA      | $42302782.27  | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $764600.19    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1850543.45   | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    865000 | PA      | $851382.63    | 0.00%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220729.74    | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419683.31    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |    900000 | PA      | $913668.48    | 0.00%             | 2033-09-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                                          | Scripps Escrow II, Inc.                                                                                                       | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $224596.26    | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1526034.17   | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013611 | PA      | $809115.76    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |   1657163 | PA      | $1286216.18   | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147564 | PA      | $135263.53    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |   1400000 | PA      | $1233563.39   | 0.00%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    585000 | PA      | $576459.26    | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    865000 | PA      | $863801.45    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    410000 | PA      | $378086.72    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1056286.14   | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |   3400000 | PA      | $3313460.22   | 0.01%             | 2032-01-21      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $652435.96    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    675000 | PA      | $678341.24    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1054288.37   | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $879640.57    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1532109 | PA      | $1275622.38   | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   1670000 | PA      | $1681860.09   | 0.01%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404020.90    | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3293000 | PA      | $3041351.66   | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    965000 | PA      | $913281.60    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2021B                                                                                     | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $670331.03    | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    571000 | PA      | $599587.68    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $577976.91    | 0.00%             | 2054-11-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83915 | PA      | $77528.11     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corp.                                                           | Clearwater Paper Corp.                                                                                                        | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    290000 | PA      | $270236.84    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $396646.05    | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2194561.22   | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    515000 | PA      | $308319.52    | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701358.74    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1085000 | PA      | $1005910.32   | 0.00%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824879 | PA      | $705910.68    | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $795498.46    | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    660000 | PA      | $662039.79    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $242276.85    | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2098111.88   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    739000 | PA      | $714399.01    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704328 | PA      | $640333.12    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    275000 | PA      | $173626.24    | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    806000 | PA      | $579479.58    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    503000 | PA      | $452482.82    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2135000 | PA      | $1864463.49   | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1200000 | PA      | $1113566.25   | 0.00%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1151823.51   | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470107.30    | 0.00%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $412859.38    | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE Recovery Funding LLC, Series A-2                                                                                          | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $272145.84    | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423938.62    | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    863000 | PA      | $769305.04    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896123.79    | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1224554.96   | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223712.57    | 0.00%             | 2026-08-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    660000 | PA      | $475589.70    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAA5<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    670000 | PA      | $681254.68    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    950000 | PA      | $812999.80    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2792000 | PA      | $2375240.77   | 0.01%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    420000 | PA      | $402718.18    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2729183 | PA      | $2488615.80   | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CA0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185725.85    | 0.00%             | 2026-06-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                | Consolidated Communications, Inc.                                                                                             | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    775000 | PA      | $761452.21    | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282431 | PA      | $267895.12    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    745000 | PA      | $724736.29    | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    938000 | PA      | $1006568.97   | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1048419.62   | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $598469.13    | 0.00%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $284906.00    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                                                                       | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476420.48    | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1150140.74   | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2249311.94   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    695000 | PA      | $706771.07    | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    766000 | PA      | $531106.13    | 0.00%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $2022287.24   | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36301 | PA      | $35742.52     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | Seattle Children's Hospital, Series 2021                                                                                      | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    535000 | PA      | $325101.15    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1061728.89   | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series B                                                                                                   | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    865000 | PA      | $806329.56    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1420000 | PA      | $1239868.11   | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2020A                                                                                        | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $205804.62    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16950000 | PA      | $12836976.56  | 0.04%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2764866 | PA      | $2730059.13   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg SARL                                                             | Rumo Luxembourg SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100HOIQFT7YOSPB46       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $394331.20    | 0.00%             | 2028-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    332000 | PA      | $323205.70    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $935196.71    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    725000 | PA      | $620988.66    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    670000 | PA      | $662025.33    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $971982.49    | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |   1000000 | PA      | $1031151.51   | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1800000 | PA      | $1833548.09   | 0.01%             | 2034-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    780000 | PA      | $876788.27    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    355000 | PA      | $345529.97    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    645000 | PA      | $581250.91    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1102963.35   | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    832000 | PA      | $831413.59    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    675000 | PA      | $680956.24    | 0.00%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2340585 | PA      | $1887506.34   | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566945.62    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   2400000 | PA      | $2371574.73   | 0.01%             | 2026-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1285000 | PA      | $1301797.26   | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                             | Bain Capital Specialty Finance, Inc.                                                                                          | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    315000 | PA      | $300806.04    | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    700000 | PA      | $651224.10    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2772076.39   | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1370800.57   | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                               | APi Group DE, Inc.                                                                                                            | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268437.48    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                                   | Marubeni Corp.                                                                                                                | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $216178.29    | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93143000 | PA      | $95093181.56  | 0.29%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495738.41    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19110 | PA      | $17630.24     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Malaysia Bhd.                                              | Export-Import Bank of Malaysia Bhd.                                                                                           | CUSIP: N/A<br>LEI: 549300TCFMWGLMH7ZC74       | Long             | DBT              | NUSS              | MY        |    400000 | PA      | $384940.33    | 0.00%             | 2026-11-26      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $609353.79    | 0.00%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    957000 | PA      | $889339.94    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    640000 | PA      | $576313.35    | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    485000 | PA      | $381547.81    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL                                                          | Genpact Luxembourg SARL                                                                                                       | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    255000 | PA      | $246832.85    | 0.00%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1800000 | PA      | $1833452.60   | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                        | Bapco Energies BSC Closed                                                                                                     | CUSIP: N/A<br>LEI: 549300OBH16L6TS6IW50       | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $636104.49    | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1458607.53   | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    585000 | PA      | $436065.89    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |   3400000 | PA      | $2977501.26   | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1116726 | PA      | $1000263.58   | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44057000 | PA      | $44996653.20  | 0.14%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1049448.63   | 0.00%             | 2035-04-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505433.40    | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1485000 | PA      | $1429875.68   | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1024155.40   | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357519.99    | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $524607.99    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221667 | PA      | $215163.90    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6532426 | PA      | $5234848.31   | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    640000 | PA      | $620059.17    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1078726.45   | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canpack SA                                                                       | Canpack SA                                                                                                                    | CUSIP: N/A<br>LEI: 259400TS8W5E4ILGVP08       | Long             | DBT              | CORP              | US        |    725000 | PA      | $663959.32    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A5                                                                   | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1723011.27   | 0.01%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    822000 | PA      | $766307.38    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550557 | PA      | $506154.54    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517996.90    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891290.07    | 0.00%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1098479.79   | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    855000 | PA      | $872994.18    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50065XAP9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $607994.52    | 0.00%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $388303.79    | 0.00%             | 2027-03-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    595000 | PA      | $583668.44    | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: 74735K2C5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $357297.06    | 0.00%             | 2043-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1189960.00   | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $689484.94    | 0.00%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    430000 | PA      | $329139.12    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    618000 | PA      | $608737.21    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    675000 | PA      | $689898.13    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                         | Dresdner Funding Trust I                                                                                                      | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1091566.06   | 0.00%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $395608.50    | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    673000 | PA      | $610801.26    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    735000 | PA      | $722935.86    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    910000 | PA      | $888734.74    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                       | Medco Maple Tree Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | SG        |    650000 | PA      | $663518.95    | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436867.29    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25683190 | PA      | $21383796.22  | 0.06%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1146142.55   | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1234261.53   | 0.00%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    525000 | PA      | $510535.91    | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $484220.68    | 0.00%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    740000 | PA      | $757413.44    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1105000 | PA      | $1075033.37   | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1182441.40   | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    505000 | PA      | $510376.80    | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    515000 | PA      | $439607.78    | 0.00%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   2385000 | PA      | $2419790.60   | 0.01%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280157.77    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39325 | PA      | $38570.21     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $609390.95    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2767362 | PA      | $2232904.92   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1121207.77   | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    760000 | PA      | $737248.47    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    870000 | PA      | $857177.24    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    719000 | PA      | $709697.59    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    530000 | PA      | $351735.29    | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $787476.71    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                                                 | OhioHealth Corp., Series 2020                                                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    390000 | PA      | $257315.95    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1159596.01   | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5310792 | PA      | $4826994.92   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651344.08    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3270000 | PA      | $2901299.95   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136454.58    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    545000 | PA      | $506930.29    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    500000 | PA      | $467228.37    | 0.00%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $511987.78    | 0.00%             | 2042-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2J0<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    430000 | PA      | $427191.28    | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2680000 | PA      | $2713045.58   | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    998000 | PA      | $801081.34    | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Central Puget Sound Regional Transit Authority                                   | Central Puget Sound Regional Transit Authority, Series 2009S-2T                                                               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30366.92     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $611271.28    | 0.00%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2298490 | PA      | $2347351.15   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $444263.79    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1103079.69   | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6244000 | PA      | $4134706.46   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $688013.09    | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    604000 | PA      | $625426.02    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    600000 | PA      | $514045.25    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                                                                  | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    847000 | PA      | $748220.94    | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $904731.06    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | Maryland Health & Higher Educational Facilities Authority, Series 2020D                                                       | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $152719.35    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468252.79    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355497 | PA      | $347012.07    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2153964 | PA      | $1971714.92   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450945.62    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $291433.43    | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $347476.59    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    833000 | PA      | $746964.93    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1255000 | PA      | $783207.05    | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    461000 | PA      | $461786.08    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $678727.82    | 0.00%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                  | KFC Holding Co.                                                                                                               | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |    719000 | PA      | $717359.38    | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    825000 | PA      | $733732.60    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    696000 | PA      | $556529.98    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1367595.14   | 0.00%             | 2027-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $285469.37    | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89822 | PA      | $85095.08     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243146 | PA      | $233064.04    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    731000 | PA      | $721678.98    | 0.00%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    630000 | PA      | $640806.21    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1700000 | PA      | $1614573.27   | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    975000 | PA      | $952824.09    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5954595 | PA      | $5597914.78   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1259033.21   | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $817957.70    | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328270.72    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    705000 | PA      | $626519.89    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp.                                                         | Wintrust Financial Corp.                                                                                                      | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459601.27    | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411453.81    | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1019129.15   | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                            | MGIC Investment Corp.                                                                                                         | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568463.53    | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDK3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      5000 | PA      | $5120.81      | 0.00%             | 2028-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1600000 | PA      | $1360646.61   | 0.00%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                                                  | Aon Global Ltd.                                                                                                               | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    442000 | PA      | $380681.25    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    635000 | PA      | $621811.03    | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |   1100000 | PA      | $906413.21    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    642000 | PA      | $509817.32    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BC8<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357191.08    | 0.00%             | 2040-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: —       |
| John Sevier Combined Cycle Generation LLC                                        | John Sevier Combined Cycle Generation LLC                                                                                     | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85017 | PA      | $80756.41     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $402277.30    | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2024A                                                                     | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    750000 | PA      | $766151.96    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280567.93    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                     | Avista Corp.                                                                                                                  | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    555000 | PA      | $448285.40    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106439 | PA      | $100714.69    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1535000 | PA      | $1561890.28   | 0.00%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series D                                                                                      | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    935000 | PA      | $938838.35    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3149000 | PA      | $3158613.06   | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3233000 | PA      | $2747821.78   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    629000 | PA      | $519200.43    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $744933.54    | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    580000 | PA      | $592201.93    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Martin Midstream Partners LP                                                     | Martin Midstream Partners LP                                                                                                  | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $442775.16    | 0.00%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    470000 | PA      | $451521.75    | 0.00%             | 2027-09-10      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1160000 | PA      | $1123692.19   | 0.00%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Peru LNG SRL                                                                     | Peru LNG SRL                                                                                                                  | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    833400 | PA      | $754042.49    | 0.00%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    602000 | PA      | $619535.40    | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $380401.68    | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    845000 | PA      | $955949.90    | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    520000 | PA      | $396503.87    | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    749000 | PA      | $733334.14    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $451212.94    | 0.00%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    490000 | PA      | $385238.56    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KR6L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3964362 | PA      | $4094184.82   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    420000 | PA      | $444734.67    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                                    | Olympus Corp.                                                                                                                 | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |    323000 | PA      | $311110.24    | 0.00%             | 2026-12-08      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $845202.40    | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    520000 | PA      | $391432.58    | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    880000 | PA      | $882307.44    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10692914 | PA      | $10233132.06  | 0.03%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    915000 | PA      | $933865.62    | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Icecek A/S                                                             | Coca-Cola Icecek A/S                                                                                                          | CUSIP: N/A<br>LEI: 789000WT80VVLUWJDK41       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $380360.26    | 0.00%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158856.10    | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment 2013 Ltd.                                         | State Grid Overseas Investment 2013 Ltd.                                                                                      | CUSIP: 856899AC3<br>LEI: 529900GBH9XYPD4XZZ70 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $185264.05    | 0.00%             | 2043-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1010000 | PA      | $977530.95    | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2765902 | PA      | $2510752.48   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $663130.88    | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $435961.88    | 0.00%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $379367.48    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    478000 | PA      | $450815.66    | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1143988.18   | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27615694 | PA      | $25068197.25  | 0.08%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    455000 | PA      | $447289.49    | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oryx Funding Ltd.                                                                | Oryx Funding Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300S728CF0BBRC295       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $597716.91    | 0.00%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37300000 | PA      | $35840054.69  | 0.11%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Khazanah Capital Ltd.                                                            | Khazanah Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | CORP              | MY        |    800000 | PA      | $792305.89    | 0.00%             | 2033-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                                | Centrais Eletricas Brasileiras SA                                                                                             | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | DBT              | CORP              | BR        |    800000 | PA      | $778517.01    | 0.00%             | 2035-01-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $1732245.54   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4126240.70   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2020                                                                                       | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    405000 | PA      | $275694.50    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                                                      | Dar Al-Arkan Sukuk Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $617788.31    | 0.00%             | 2029-02-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1309788.64   | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1173291.01   | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550650.29    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641800 | PA      | $1490415.29   | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900LPUJ0AL3OPPN30       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $805086.39    | 0.00%             | 2026-06-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    725000 | PA      | $729108.80    | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $240613.43    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    520000 | PA      | $319188.79    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $616486.01    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $357462.52    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $217793.61    | 0.00%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                        | Insight Enterprises, Inc.                                                                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    495000 | PA      | $502608.74    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1197099.46   | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1070000 | PA      | $1046132.10   | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    881000 | PA      | $852507.80    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759279.24    | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    635000 | PA      | $470275.04    | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3390000 | PA      | $3424839.61   | 0.01%             | 2026-08-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77504000 | PA      | $78481882.50  | 0.24%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    705000 | PA      | $669731.46    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAD4<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    600000 | PA      | $481032.94    | 0.00%             | 2048-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393770.35    | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2572533 | PA      | $2574104.41   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    765000 | PA      | $612687.03    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442506.80    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    430000 | PA      | $349537.93    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    745000 | PA      | $668180.42    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555939.63    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    645000 | PA      | $533299.94    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    415000 | PA      | $274805.76    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd.                                                                   | MUFG Bank Ltd.                                                                                                                | CUSIP: 064255AX0<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $217365.28    | 0.00%             | 2044-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20088378 | PA      | $16724648.52  | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                       | Alexander Funding Trust II                                                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $545500.11    | 0.00%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                 | AMC Entertainment Holdings, Inc.                                                                                              | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    965000 | PA      | $668049.82    | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    433000 | PA      | $205815.73    | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc., Series 20-2                                                                                   | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    365000 | PA      | $318601.02    | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    687000 | PA      | $711171.03    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1666181.16   | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $896025.65    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                      | MEGlobal BV                                                                                                                   | CUSIP: N/A<br>LEI: 549300WBVLU2FILR7W19       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $750111.93    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    800000 | PA      | $768551.11    | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1019950.34   | 0.00%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1004180.08   | 0.00%             | 2028-08-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $214529.08    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                    | Tengizchevroil Finance Co. International Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $980923.25    | 0.00%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    810000 | PA      | $762618.79    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                       | Trident TPI Holdings, Inc.                                                                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    590000 | PA      | $618040.54    | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1590000 | PA      | $1599411.45   | 0.00%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                             | SeaWorld Parks & Entertainment, Inc.                                                                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    725000 | PA      | $688960.32    | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $412526.29    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    963000 | PA      | $816633.72    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $2641445.86   | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86030000 | PA      | $86675225.00  | 0.26%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9ZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2540851 | PA      | $2228267.03   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6121424 | PA      | $5137171.92   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                               | Kimberly-Clark de Mexico SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $529861.10    | 0.00%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BL5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1275707.59   | 0.00%             | 2027-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    815000 | PA      | $806365.18    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2020-BN25, Class C                                                                                               | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $170511.02    | 0.00%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                       | Phoenix Group Holdings plc                                                                                                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |    450000 | PA      | $446349.09    | 0.00%             | 2027-07-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1330000 | PA      | $1304095.08   | 0.00%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991447.08    | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series H                                                                                                     | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    512000 | PA      | $344395.75    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    371000 | PA      | $275431.80    | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    990000 | PA      | $837573.12    | 0.00%             | 2051-09-16      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219504.45    | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                       | Trident Energy Finance plc                                                                                                    | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $566650.08    | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 20B                                                                         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $903623.76    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    960000 | PA      | $987131.67    | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $320960.50    | 0.00%             | 2052-04-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    890000 | PA      | $758694.36    | 0.00%             | 2032-03-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1275893 | PA      | $1297004.12   | 0.00%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    780000 | PA      | $567521.36    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3116000 | PA      | $2904268.68   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659659.57    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                                             | Star Leasing Co. LLC                                                                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    650000 | PA      | $582879.83    | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $1049439.11   | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389316.56    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633197.46    | 0.00%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    840000 | PA      | $678109.99    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1383947.98   | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $528102.20    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wuhan Urban Construction Group Co. Ltd.                                          | Wuhan Urban Construction Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300COGKUP1D5V6086       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $405348.16    | 0.00%             | 2027-06-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5401202 | PA      | $4909586.70   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    858000 | PA      | $669045.81    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3517356 | PA      | $3457302.07   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $854418.05    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410268.42    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust, Series 2025-A, Class A3                                                                       | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001030.22   | 0.00%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ziff Davis, Inc.                                                                 | Ziff Davis, Inc.                                                                                                              | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $403147.35    | 0.00%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1058181.47   | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1588000 | PA      | $1510840.19   | 0.00%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $988502.60    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $321172.57    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1336123.04   | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                   | HSBC USA, Inc.                                                                                                                | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1263325.40   | 0.00%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    292000 | PA      | $275006.94    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $160996.15    | 0.00%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    987000 | PA      | $937993.74    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1593241.96   | 0.00%             | 2034-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1202000 | PA      | $1098774.63   | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $626233.15    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                    | CQP Holdco LP                                                                                                                 | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $526157.46    | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $384805.32    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1803308.53   | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809642.42    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608147.77    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BH7<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250665.52    | 0.00%             | 2028-08-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1537071 | PA      | $1358699.49   | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Port of Spain Waterfront Development                                             | Port of Spain Waterfront Development                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | TT        |    200000 | PA      | $187923.33    | 0.00%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sodexo, Inc.                                                                     | Sodexo, Inc.                                                                                                                  | CUSIP: 833794AA8<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $518877.21    | 0.00%             | 2026-04-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    705000 | PA      | $719044.59    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                               | Bacardi-Martini BV                                                                                                            | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $335457.03    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1375000 | PA      | $1361648.03   | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $769772.67    | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                  | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $469145.91    | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62567 | PA      | $60973.05     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    585000 | PA      | $514427.18    | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    385000 | PA      | $338586.07    | 0.00%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    707000 | PA      | $696050.88    | 0.00%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    520000 | PA      | $545187.21    | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WW International, Inc.                                                           | WW International, Inc.                                                                                                        | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    445000 | PA      | $106753.54    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    710000 | PA      | $668527.46    | 0.00%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1611000 | PA      | $1588567.72   | 0.00%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    353000 | PA      | $288373.29    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2540665 | PA      | $2309414.57   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co., Series B                                                                                                   | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    536000 | PA      | $603125.93    | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    850000 | PA      | $792380.72    | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24958000 | PA      | $17938562.50  | 0.05%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series B                                                                                                   | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    428000 | PA      | $315315.13    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $926291.63    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $810107.98    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    535000 | PA      | $457373.93    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18600000 | PA      | $14455687.50  | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLE86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1803623 | PA      | $1518641.05   | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magellan Capital Holdings plc                                                    | Magellan Capital Holdings plc                                                                                                 | CUSIP: N/A<br>LEI: 254900YN2K3DJ8B72Q22       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204560.25    | 0.00%             | 2029-07-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    540000 | PA      | $534762.55    | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2049163.42   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc.                                                                                              | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    255000 | PA      | $208784.89    | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1270000 | PA      | $1308950.94   | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    900000 | PA      | $549473.85    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $480514.34    | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1220664.75   | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    498000 | PA      | $497093.08    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1367279.00   | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $350834.68    | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    691000 | PA      | $589324.31    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2024-2, Class A                                                          | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6757151.88   | 0.02%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $575551.37    | 0.00%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    855000 | PA      | $829256.04    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    820000 | PA      | $650555.51    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp.                                                               | Barrick Gold Corp.                                                                                                            | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $118535.00    | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $683835.65    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3621262.52   | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    328000 | PA      | $296660.83    | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82526.69     | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1220000 | PA      | $1152430.65   | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $1100266.98   | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $623820.85    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2378207.97   | 0.01%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    768000 | PA      | $565414.85    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $387605.40    | 0.00%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                   | Synchrony Bank                                                                                                                | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    759000 | PA      | $767011.04    | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2636000 | PA      | $2572294.24   | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $1022504.57   | 0.00%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1625000 | PA      | $1601773.08   | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10837669 | PA      | $9657930.13   | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $956171.69    | 0.00%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1091746.99   | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $2247488.34   | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| China Modern Dairy Holdings Ltd.                                                 | China Modern Dairy Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300TAELI2JXTKK009       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $580670.86    | 0.00%             | 2026-07-14      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584166.43    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ingles Markets, Inc.                                                             | Ingles Markets, Inc.                                                                                                          | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |    363000 | PA      | $326359.44    | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1592690.65   | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                       | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   8446000 | PA      | $7692431.82   | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170463.70    | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    440000 | PA      | $469489.08    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    602000 | PA      | $543196.92    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    956000 | PA      | $752430.71    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $1016451.56   | 0.00%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $116024.13    | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1320000 | PA      | $1199304.38   | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    615000 | PA      | $512818.30    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1693854 | PA      | $1749323.21   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $614925.17    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    790000 | PA      | $608608.36    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1240753.09   | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QazaqGaz NC JSC                                                                  | QazaqGaz NC JSC                                                                                                               | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | CORP              | KZ        |    800000 | PA      | $771450.09    | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1076907.59   | 0.00%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2569380.05   | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436024.30    | 0.00%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $482177.34    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5312866 | PA      | $5102137.95   | 0.02%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAX4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1032216.99   | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127152.87    | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $338912.97    | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AQ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $152149.71    | 0.00%             | 2050-07-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1993278.66   | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900LHVH9D3APT8R82       | Long             | DBT              | CORP              | US        |    800000 | PA      | $691816.87    | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    390000 | PA      | $363238.94    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $776181.77    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143076.72    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                                                                | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    765000 | PA      | $724385.82    | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2402010.22   | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    825000 | PA      | $859165.86    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1843862.74   | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    460000 | PA      | $344457.02    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991372.74    | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   2200000 | PA      | $2183323.77   | 0.01%             | 2029-10-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Contemporary Ruiding Development Ltd.                                            | Contemporary Ruiding Development Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300MSU00BINFBY870       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $769245.09    | 0.00%             | 2026-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12983712 | PA      | $10585029.95  | 0.03%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2400000 | PA      | $2298481.76   | 0.01%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $784324.34    | 0.00%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAN2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $403433.34    | 0.00%             | 2027-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                           | Suriname Government International Bond                                                                                        | CUSIP: N/A<br>LEI: 254900SYU4G5JM13TN77       | Long             | DBT              | NUSS              | SR        |    309067 | PA      | $283570.73    | 0.00%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $367567.12    | 0.00%             | 2029-09-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1059387.14   | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $910953.20    | 0.00%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |    200000 | PA      | $196259.43    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    865000 | PA      | $708495.85    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $724809.89    | 0.00%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227694.56    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1146463.54   | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    485000 | PA      | $394824.07    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384531.45    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $492520.27    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $610166.96    | 0.00%             | 2027-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    924000 | PA      | $798012.35    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    345000 | PA      | $315502.92    | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2C0<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595083.27    | 0.00%             | 2033-05-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489206.84    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    427000 | PA      | $471596.43    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351941.39    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52934000 | PA      | $52541130.47  | 0.16%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1007401.23   | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd.                                               | CK Hutchison International 20 Ltd.                                                                                            | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $463536.66    | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                                                              | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1522518.63   | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116616 | PA      | $115821.89    | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    480000 | PA      | $450888.70    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ES76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925142 | PA      | $903347.70    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    475000 | PA      | $499064.91    | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    685000 | PA      | $678826.79    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS Specialty Finance LLC                                                                                                    | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $520307.89    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | Essential Properties LP                                                                                                       | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    607000 | PA      | $524040.57    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    495000 | PA      | $501055.04    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                                                                     | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    769000 | PA      | $769672.48    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24689000 | PA      | $23801739.06  | 0.07%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95651.27     | 0.00%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    755000 | PA      | $799076.53    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2520000 | PA      | $2550036.65   | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80492000 | PA      | $81435265.63  | 0.25%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2855000 | PA      | $2837407.03   | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AL9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    935000 | PA      | $762997.02    | 0.00%             | 2032-07-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598044.09    | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $931767.69    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    947208 | PA      | $756109.24    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    380000 | PA      | $359161.31    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    510000 | PA      | $492348.36    | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    410000 | PA      | $430262.72    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Necessity Retail REIT, Inc.                                                      | Necessity Retail REIT, Inc. (The)                                                                                             | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $471443.67    | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                                  | Consensus Cloud Solutions, Inc.                                                                                               | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $274046.30    | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $630288.91    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3400000 | PA      | $3182944.92   | 0.01%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 06-A                                                                        | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    586000 | PA      | $614457.38    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    524000 | PA      | $470114.44    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    660000 | PA      | $502047.74    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    690000 | PA      | $495391.29    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                            | Silgan Holdings, Inc.                                                                                                         | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    481000 | PA      | $464502.28    | 0.00%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                    | LFS Topco LLC                                                                                                                 | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $307307.88    | 0.00%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $137596.72    | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    460000 | PA      | $414332.80    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    625000 | PA      | $564226.57    | 0.00%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                                      | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    455000 | PA      | $442586.45    | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1551785.28   | 0.00%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    460000 | PA      | $272706.57    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    730000 | PA      | $644066.63    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13614224 | PA      | $14226723.87  | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    510000 | PA      | $477835.38    | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   6577439 | PA      | $3938830.11   | 0.01%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BH4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1325000 | PA      | $1358688.24   | 0.00%             | 2030-01-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAN4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1241315.86   | 0.00%             | 2035-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    857000 | PA      | $793690.73    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    546000 | PA      | $524344.40    | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474469.41    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J82S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242785 | PA      | $233600.79    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1074174.90   | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4697894 | PA      | $3911612.61   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    655000 | PA      | $562851.86    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $896815.60    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235817.98    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                                                               | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    603000 | PA      | $526257.79    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    460000 | PA      | $370495.45    | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                                      | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | CO        |    400000 | PA      | $395971.28    | 0.00%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                            | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $618727.39    | 0.00%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16867675 | PA      | $14701082.87  | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WF Card Issuance Trust, Series 2024-A1, Class A                                                                               | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012908.45   | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $713832.40    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $586658.97    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2502598 | PA      | $2588109.98   | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1410457.15   | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $585295.80    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AG7<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    560000 | PA      | $638885.68    | 0.00%             | 2032-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 239                                                                           | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    500000 | PA      | $467056.12    | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| Real Hero Merger Sub 2, Inc.                                                     | Real Hero Merger Sub 2, Inc.                                                                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604000 | PA      | $450301.83    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10048 | PA      | $9804.44      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    791000 | PA      | $743240.21    | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance plc                                                       | AXIS Specialty Finance plc                                                                                                    | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    720000 | PA      | $709254.21    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    771000 | PA      | $547303.56    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559334.51    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    709000 | PA      | $682159.86    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1232035.82   | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-154, Class A2 | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35000000 | PA      | $34748820.17  | 0.10%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    915000 | PA      | $946851.45    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $497222.99    | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |    800000 | PA      | $757964.00    | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AB9<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    465000 | PA      | $482134.22    | 0.00%             | 2028-09-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $417453.06    | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    529000 | PA      | $401779.82    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321254.45    | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1094651.38   | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $984370.19    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    800000 | PA      | $835589.41    | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2736276.34   | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                                                                          | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    620000 | PA      | $658781.81    | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    695000 | PA      | $688762.08    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3199343.75   | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                                 | Simpar Europe SA                                                                                                              | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $460616.41    | 0.00%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Tanger Properties LP                                                             | Tanger Properties LP                                                                                                          | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236119.94    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1089990.21   | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    975000 | PA      | $950565.55    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1303948.22   | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $2990534.94   | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                          | Mohawk Industries, Inc.                                                                                                       | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    550000 | PA      | $519518.13    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                            | Wrangler Holdco Corp.                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $507571.03    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class A5                                                                            | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2426522.17   | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1874126.70   | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4730641 | PA      | $4832170.47   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    453000 | PA      | $372347.70    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1114098.12   | 0.00%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301158.89    | 0.00%             | 2028-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $51252.68     | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1748000 | PA      | $1783189.48   | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series C-2                                                                                 | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    450000 | PA      | $431643.67    | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $802264.07    | 0.00%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    968000 | PA      | $894437.08    | 0.00%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $599280.86    | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1043767.57   | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    852000 | PA      | $803649.21    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series II                                                                                       | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    275000 | PA      | $227659.75    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438056.03    | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    330000 | PA      | $321368.75    | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1685000 | PA      | $1693455.03   | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1112780.99   | 0.00%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $373062.63    | 0.00%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CFAMC II Co. Ltd.                                                                | CFAMC II Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $794499.15    | 0.00%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1167813.66   | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1124875.68   | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    600000 | PA      | $530989.81    | 0.00%             | 2031-07-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                                       | Cincinnati Financial Corp.                                                                                                    | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165805.61    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    430000 | PA      | $306427.41    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101438 | PA      | $93602.47     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $799107.09    | 0.00%             | 2027-06-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $788535.29    | 0.00%             | 2031-10-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAL7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1035000 | PA      | $1029812.00   | 0.00%             | 2027-06-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    795000 | PA      | $707696.55    | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    570000 | PA      | $523521.57    | 0.00%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1028845.86   | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    733000 | PA      | $641823.45    | 0.00%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    955000 | PA      | $966616.10    | 0.00%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    988000 | PA      | $924782.71    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    975000 | PA      | $904417.38    | 0.00%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21519462 | PA      | $17543198.74  | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488453.42    | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    600000 | PA      | $592578.34    | 0.00%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA                                                                 | Citizens Bank NA                                                                                                              | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519095.45    | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2546874.91   | 0.01%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $200200.51    | 0.00%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180320.52    | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    497000 | PA      | $455636.49    | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                       | Dell, Inc.                                                                                                                    | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    355000 | PA      | $378388.19    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Rongshi International Finance Ltd.                                               | Rongshi International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493002NOQBAWLD8YZ55       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $793599.65    | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1000195.03   | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $999151.75    | 0.00%             | 2027-04-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    825000 | PA      | $870504.12    | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   6650000 | PA      | $5695590.54   | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                                   | New Gold, Inc.                                                                                                                | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51100.08     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $445155.47    | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    600000 | PA      | $420740.40    | 0.00%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391801.67    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    914000 | PA      | $746739.08    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $794244.45    | 0.00%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $508161.78    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    587000 | PA      | $483488.01    | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                                                         | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577348.26    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188248.89    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260603 | PA      | $1152235.28   | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $999135.33    | 0.00%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    550000 | PA      | $599824.88    | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $989863.24    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    405000 | PA      | $383042.50    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    935000 | PA      | $867427.43    | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                                                                 | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518634.63    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183800.86    | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2487802.84   | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    628000 | PA      | $606189.91    | 0.00%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    641000 | PA      | $565210.83    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1485000 | PA      | $1492062.70   | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407658.80    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RRD Intermediate Holdings, Inc.                                                  | RRD Intermediate Holdings, Inc.                                                                                               | CUSIP: 780934AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $356554.23    | 0.00%             | 2030-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   9675000 | PA      | $9647017.72   | 0.03%             | 2028-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    504000 | PA      | $455689.10    | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1057784.46   | 0.00%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $1135393.57   | 0.00%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 130                                                                                           | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    495000 | PA      | $320582.61    | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $918963.63    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $640422.13    | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $344359.51    | 0.00%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $893952.72    | 0.00%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662875.06    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    934000 | PA      | $916883.72    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156502 | PA      | $144598.48    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    465000 | PA      | $431204.00    | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1967428.94   | 0.01%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1396945.01   | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    416000 | PA      | $375818.06    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    516000 | PA      | $402816.16    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    720000 | PA      | $734868.95    | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FR9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $580493.49    | 0.00%             | 2026-04-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    618000 | PA      | $320929.87    | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1234000 | PA      | $1212277.96   | 0.00%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    405000 | PA      | $431450.13    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BE1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1011932.58   | 0.00%             | 2028-07-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F012452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33224097 | PA      | $29318488.45  | 0.09%             | 2040-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1465000 | PA      | $1343131.73   | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $991498.94    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    945000 | PA      | $882124.92    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    970000 | PA      | $871599.13    | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2187019.20   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $1647356.52   | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    759000 | PA      | $740238.01    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC                         | Fortress Transportation & Infrastructure Investors LLC                                                                        | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    790000 | PA      | $800154.16    | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491998 | PA      | $457197.20    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371772.87    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KF5<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    770000 | PA      | $661979.66    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                 | Republic of Iraq                                                                                                              | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |    961500 | PA      | $930733.50    | 0.00%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $352877.71    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                        | Sotheby's                                                                                                                     | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    760000 | PA      | $713119.62    | 0.00%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1078163.49   | 0.00%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP                                                                    | Shea Homes LP                                                                                                                 | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $296786.95    | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374580.23    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768975 | PA      | $683440.02    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series A                                                                                   | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    208000 | PA      | $118176.93    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    955000 | PA      | $958573.22    | 0.00%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    810000 | PA      | $655917.45    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3335000 | PA      | $2867571.33   | 0.01%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    580000 | PA      | $532155.88    | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240482.23    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530836.85    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    815000 | PA      | $718674.78    | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                              | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    632000 | PA      | $587910.01    | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    655000 | PA      | $640152.67    | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60987 | PA      | $58389.38     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | Synchrony Card Funding LLC, Series 2024-A1, Class A                                                                           | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4163375.84   | 0.01%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $326723.31    | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2040748.07   | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97848.35     | 0.00%             | 2026-07-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    960000 | PA      | $978055.68    | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1685000 | PA      | $1685272.71   | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55947000 | PA      | $56322893.91  | 0.17%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352948.18    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance, Inc.                                                           | GrafTech Finance, Inc.                                                                                                        | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $283731.28    | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    554000 | PA      | $462114.79    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $625884.90    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1038264 | PA      | $932557.84    | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72400000 | PA      | $67643093.75  | 0.20%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    970000 | PA      | $966726.48    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14590.19     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL                                                                 | JBS USA LUX SARL                                                                                                              | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $778977.78    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co. (The)                                                          | Toledo Edison Co. (The)                                                                                                       | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $319666.83    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    538000 | PA      | $533851.68    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1099719.45   | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    445000 | PA      | $261204.49    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $176797.94    | 0.00%             | 2047-04-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245952 | PA      | $1009368.00   | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC                                                                                                                       | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    599000 | PA      | $566847.34    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                     | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206036.51    | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    605000 | PA      | $392733.72    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1543000 | PA      | $1326388.32   | 0.00%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579282.89    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    938000 | PA      | $590489.42    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31027 | PA      | $30453.89     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $606926.29    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1600000 | PA      | $1547032.05   | 0.00%             | 2026-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |   1985000 | PA      | $2023572.87   | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series 10-C                                                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    625000 | PA      | $569991.31    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class B                                                                    | CUSIP: 12652UAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $962222.40    | 0.00%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779063.72    | 0.00%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series H                                                                                      | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    345000 | PA      | $230900.62    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W4T4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    805000 | PA      | $826503.94    | 0.00%             | 2029-05-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    890000 | PA      | $904809.89    | 0.00%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6649750 | PA      | $6198211.13   | 0.02%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $407844.97    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1082185.07   | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1249359.39   | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    790000 | PA      | $763009.31    | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61398 | PA      | $58271.80     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1005453.83   | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $995359.96    | 0.00%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    735000 | PA      | $598451.65    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wilton RE Ltd.                                                                   | Wilton RE Ltd.                                                                                                                | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $341541.70    | 0.00%             | 2030-10-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1301097.69   | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1833888.56   | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                                               | Banco de Bogota SA                                                                                                            | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $1001811.17   | 0.00%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    415000 | PA      | $384044.10    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1192124.98   | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 313381FD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $242954.44    | 0.00%             | 2027-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49665.13     | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164265 | PA      | $158388.23    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    443000 | PA      | $414168.21    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc., Series 2019                                                                                               | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    442000 | PA      | $342045.74    | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1605000 | PA      | $1646878.15   | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    517000 | PA      | $613919.86    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $962423.33    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    580000 | PA      | $539562.99    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Manufacturing Indonesia PT                                         | Hyundai Motor Manufacturing Indonesia PT                                                                                      | CUSIP: N/A<br>LEI: 254900KOD0FA9PVF3N64       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $388919.35    | 0.00%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2105000 | PA      | $2029864.87   | 0.01%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | Carmax Auto Owner Trust, Series 2025-2, Class B                                                                               | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503820.94    | 0.00%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27929 | PA      | $27187.67     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    498000 | PA      | $320290.91    | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    382000 | PA      | $398965.13    | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-2                                                                                | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1415709.49   | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                                                                            | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $780648.74    | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1600000 | PA      | $1563438.76   | 0.00%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                                         | Kimmeridge Texas Gas LLC                                                                                                      | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470493.39    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    705000 | PA      | $742121.74    | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |  10203339 | PA      | $7691995.54   | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 35                                                                                     | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $508826.84    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    740000 | PA      | $639084.99    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    695000 | PA      | $714799.91    | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662526.21    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    800000 | PA      | $639969.38    | 0.00%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings, Series 2021                                                                                    | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169090.87    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1061604 | PA      | $1055763.70   | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    543000 | PA      | $534606.92    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    830000 | PA      | $586275.08    | 0.00%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2944742 | PA      | $2973810.61   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   4200000 | PA      | $4135452.69   | 0.01%             | 2027-04-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130048 | PA      | $119397.90    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    610000 | PA      | $628755.02    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17176509 | PA      | $13710040.69  | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    470000 | PA      | $450571.91    | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2615068.34   | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169051 | PA      | $160252.60    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-V2, Class A2                                                                            | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508020.70    | 0.00%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                                                                             | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    345000 | PA      | $293791.42    | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    980000 | PA      | $977708.12    | 0.00%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    840000 | PA      | $853412.47    | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                                          | Liberty Interactive LLC                                                                                                       | CUSIP: 530715AD3<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    299000 | PA      | $115275.63    | 0.00%             | 2029-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288743 | PA      | $281850.87    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Highmark, Inc.                                                                   | Highmark, Inc.                                                                                                                | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    705000 | PA      | $675820.38    | 0.00%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1905946 | PA      | $1840730.41   | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group, Series 2018                                                                                      | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $448069.09    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269304 | PA      | $254942.40    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   5810000 | PA      | $5599000.47   | 0.02%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Pentair Finance SARL                                                             | Pentair Finance SARL                                                                                                          | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    295000 | PA      | $302321.07    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    785000 | PA      | $781836.53    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAU0<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $403337.08    | 0.00%             | 2028-04-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1138415.82   | 0.00%             | 2031-07-02      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1173325.72   | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    803000 | PA      | $808793.35    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $680940.78    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1135000 | PA      | $1130906.19   | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166666.31    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    940000 | PA      | $919678.96    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                 | Northwestern Memorial Healthcare Obligated Group, Series 2021                                                                 | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $174304.22    | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy (The)                                                         | Nature Conservancy (The), Series A                                                                                            | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    330000 | PA      | $257815.83    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                                   | Brookfield Property REIT, Inc.                                                                                                | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $817142.74    | 0.00%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1363917.54   | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    530000 | PA      | $509751.11    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    665000 | PA      | $651310.31    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $874541.81    | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2022A                                                                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1596000 | PA      | $1270594.36   | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534000 | PA      | $454307.15    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258090.05    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                                        | Fells Point Funding Trust                                                                                                     | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $679891.33    | 0.00%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K141, Class A2                      | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2635468.36   | 0.01%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Warner Media LLC                                                                 | Warner Media LLC                                                                                                              | CUSIP: 00184AAC9<br>LEI: 5493004RSX004WU3UT62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190109.21    | 0.00%             | 2031-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    608000 | PA      | $453666.75    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $567126.15    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1200000 | PA      | $1175160.28   | 0.00%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $394994.31    | 0.00%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $718192.29    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group, Series 2020                                                                                      | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $223078.56    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $572898.69    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $970802.02    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    843000 | PA      | $799575.11    | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1180598.98   | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11971377 | PA      | $10894346.39  | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1155000 | PA      | $1166746.05   | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    774000 | PA      | $701975.09    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    248000 | PA      | $167109.39    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3125000 | PA      | $2751189.51   | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    722000 | PA      | $432249.56    | 0.00%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Warrior Met Coal, Inc.                                                           | Warrior Met Coal, Inc.                                                                                                        | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162843.89    | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2151659.14   | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1425000 | PA      | $1373319.97   | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1353896.09   | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corp.                                                              | Varex Imaging Corp.                                                                                                           | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    279000 | PA      | $267992.74    | 0.00%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $574508.59    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650540.98    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAP7<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $403761.94    | 0.00%             | 2029-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    806000 | PA      | $870644.69    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    502000 | PA      | $441322.16    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173449.77    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $205230.06    | 0.00%             | 2029-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8089528 | PA      | $7427248.17   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2764664 | PA      | $2839072.16   | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    840000 | PA      | $810912.86    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1887041.05   | 0.01%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    696000 | PA      | $685822.24    | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    838000 | PA      | $755669.93    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318462.08    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1275000 | PA      | $1266904.70   | 0.00%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System, Series 2021                                                                                             | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    405000 | PA      | $247989.12    | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    499000 | PA      | $484893.92    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1351133.25   | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1447025.83   | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    490000 | PA      | $478637.52    | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    805000 | PA      | $795188.53    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600094.91    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200877.27    | 0.00%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Huzhou City Investment Development Group Co. Ltd.                                | Huzhou City Investment Development Group Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 300300F9FDCTGIGJG647       | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $201388.59    | 0.00%             | 2026-06-06      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                        | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199892.29    | 0.00%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    835000 | PA      | $754054.16    | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                                                               | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    480000 | PA      | $355143.19    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $664221.66    | 0.00%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    525000 | PA      | $499489.13    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2E6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618220.23    | 0.00%             | 2030-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31850000 | PA      | $31040064.45  | 0.09%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2945427.75   | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    790000 | PA      | $799724.99    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    380000 | PA      | $350272.22    | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    715000 | PA      | $629906.64    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    480000 | PA      | $491592.58    | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1685553.60   | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $423974.42    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    426000 | PA      | $361226.60    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2023-1, Class A4                                                                              | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1506350.02   | 0.00%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $350934.76    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1011136.30   | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505497 | PA      | $473780.13    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    960000 | PA      | $923304.33    | 0.00%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $402947.71    | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29602 | PA      | $28895.54     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570637.46    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                           | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    600000 | PA      | $620891.37    | 0.00%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379992.43    | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    983000 | PA      | $814803.98    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    990000 | PA      | $970522.52    | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WED1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1277789.75   | 0.00%             | 2026-06-09      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    423000 | PA      | $312955.20    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225609.84    | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $816387.79    | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1397000 | PA      | $1233586.26   | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Shinhan Card Co. Ltd.                                                            | Shinhan Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400VPS0FMK2WR8F98       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $410434.16    | 0.00%             | 2029-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                                                                    | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1155000 | PA      | $1121790.97   | 0.00%             | 2054-09-03      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3181967 | PA      | $3196041.97   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1224000 | PA      | $1027953.03   | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $599319.24    | 0.00%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    420000 | PA      | $370617.37    | 0.00%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2092408.77   | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    545000 | PA      | $549528.99    | 0.00%             | 2026-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1167351.51   | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Hydro-Quebec                                                                                                                  | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $529712.32    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                  | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    725000 | PA      | $333489.39    | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    661000 | PA      | $678827.47    | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | University of Notre Dame du Lac, Series 2015                                                                                  | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    404000 | PA      | $306242.41    | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291879.00    | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                            | Mallinckrodt International Finance SA                                                                                         | CUSIP: 561233AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    474612 | PA      | $497401.89    | 0.00%             | 2028-11-14      | Fixed         | 14.75%                | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    657000 | PA      | $595567.25    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $1048114.88   | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1038800.36   | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                            | Silgan Holdings, Inc.                                                                                                         | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $528170.35    | 0.00%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1252543.79   | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class A3                                                                 | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1311081 | PA      | $1288105.45   | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1200000 | PA      | $1194736.95   | 0.00%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 23 Ltd.                                               | CK Hutchison International 23 Ltd.                                                                                            | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $609388.23    | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                                                                     | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564350.32    | 0.00%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance plc                                                | Swiss RE Subordinated Finance plc                                                                                             | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $609766.78    | 0.00%             | 2035-04-05      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $570427.32    | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $322851.81    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    465000 | PA      | $469964.24    | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                 | ITT Holdings LLC                                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1124449.77   | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1706000 | PA      | $1745592.64   | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                               | Helix Energy Solutions Group, Inc.                                                                                            | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318772.24    | 0.00%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                  | Lions Gate Capital Holdings LLC                                                                                               | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    344000 | PA      | $265378.36    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $844594.64    | 0.00%             | 2052-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $792055.77    | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2060925.95   | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1438844.63   | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $803941.46    | 0.00%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                       | Infraestructura Energetica Nova SAPI de CV                                                                                    | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $685845.07    | 0.00%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    665000 | PA      | $657288.79    | 0.00%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                                                                      | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    737000 | PA      | $702809.38    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    670000 | PA      | $702156.49    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298907.68    | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $815257.16    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    338000 | PA      | $263348.59    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $814927.58    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $498347.66    | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Four LLC                                                      | Goodman US Finance Four LLC                                                                                                   | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36320.04     | 0.00%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6125920 | PA      | $4898442.29   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1456628.89   | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $566994.10    | 0.00%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634462.07    | 0.00%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    957000 | PA      | $812814.09    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $963514.52    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                        | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $388214.88    | 0.00%             | 2027-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1159060.15   | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1466000 | PA      | $1431871.98   | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                   | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730576 | PA      | $693108.65    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6561945 | PA      | $5276179.81   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    630000 | PA      | $415953.72    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234105 | PA      | $224116.98    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $535852.43    | 0.00%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    390000 | PA      | $342102.79    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2148499.44   | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CTR Partnership LP                                                               | CTR Partnership LP                                                                                                            | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $413159.34    | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708517.45    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1395000 | PA      | $1406384.22   | 0.00%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    323000 | PA      | $350615.21    | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88511.59     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807176.09    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51012 | PA      | $49580.41     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    399000 | PA      | $391705.04    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305297.09    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    800000 | PA      | $847291.80    | 0.00%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    530000 | PA      | $327630.24    | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series F                                                                                               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    705000 | PA      | $699604.56    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $1151522.16   | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    498391 | PA      | $457484.02    | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4929743 | PA      | $4452331.04   | 0.01%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $792546.31    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $412154.81    | 0.00%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  21876560 | PA      | $14509717.97  | 0.04%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6176406.25   | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    800000 | PA      | $797160.35    | 0.00%             | 2032-06-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $600722.93    | 0.00%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2879000 | PA      | $2786432.84   | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    572982 | PA      | $593075.20    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1030789.48   | 0.00%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    884000 | PA      | $889131.97    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345394.55    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $774100.67    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    935000 | PA      | $959206.32    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BN0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    810000 | PA      | $812854.74    | 0.00%             | 2034-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Algoma Steel, Inc.                                                               | Algoma Steel, Inc.                                                                                                            | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $312290.29    | 0.00%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    275000 | PA      | $246718.60    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560467.78    | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $1214589.96   | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 154180000 | PA      | $157167237.50 | 0.47%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    585000 | PA      | $441269.60    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    675000 | PA      | $562080.36    | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41626000 | PA      | $42107300.63  | 0.13%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2023-1, Class A                                                          | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  12070000 | PA      | $12139278.29  | 0.04%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5924288 | PA      | $4947468.04   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $597061.21    | 0.00%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254958.56    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    750000 | PA      | $617299.73    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1012196.75   | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418952.81    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | Province of Manitoba                                                                                                          | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   2263000 | PA      | $2217637.41   | 0.01%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1087057.30   | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    430000 | PA      | $372296.45    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty. Ltd.                                                      | CIMIC Finance USA Pty. Ltd.                                                                                                   | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $604287.96    | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    650000 | PA      | $699197.63    | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    500000 | PA      | $422618.54    | 0.00%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    870000 | PA      | $800998.20    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1375737.03   | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Arada Sukuk Ltd.                                                                 | Arada Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300F4ZUCO6Z48KC28       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $611310.95    | 0.00%             | 2027-06-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                                          | Mobius Merger Sub, Inc.                                                                                                       | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $442903.06    | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                                   | Hughes Satellite Systems Corp.                                                                                                | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $596989.02    | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $967766.93    | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                                                                           | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25117.49     | 0.00%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $948628.36    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12551 | PA      | $12244.20     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $842656.48    | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canara Bank                                                                      | Canara Bank                                                                                                                   | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $201112.87    | 0.00%             | 2029-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                                   | Buffalo Energy Mexico Holdings                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $608250.92    | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LCPR Senior Secured Financing DAC                                                | LCPR Senior Secured Financing DAC                                                                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1195000 | PA      | $981934.66    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2236884.61   | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    375000 | PA      | $334947.50    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    873000 | PA      | $871855.40    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    575000 | PA      | $609227.86    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    958000 | PA      | $819787.26    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484624.17    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $612383.53    | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $709634.67    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551733.65    | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW Finance DAC                                                                                                           | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    670000 | PA      | $682647.32    | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1717563.11   | 0.01%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2200000 | PA      | $2156040.14   | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $988502.43    | 0.00%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    735000 | PA      | $675982.34    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    799000 | PA      | $743768.36    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15888750.00  | 0.05%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                              | Big River Steel LLC                                                                                                           | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    688000 | PA      | $692311.91    | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    326000 | PA      | $284260.98    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $342082.90    | 0.00%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $324849.27    | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154042 | PA      | $148103.50    | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    583000 | PA      | $536092.12    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    865000 | PA      | $750455.74    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                                      | TransMontaigne Partners LLC                                                                                                   | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $402533.64    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc., Series U                                                                                            | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    295000 | PA      | $214347.16    | 0.00%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    795000 | PA      | $751230.69    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    532000 | PA      | $500798.68    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A23R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211713 | PA      | $193830.86    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563013.05    | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                                   | Comerica, Inc.                                                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759074.41    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $930571.45    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAA9<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $470766.75    | 0.00%             | 2029-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803452.43    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                          | Empresa de los Ferrocarriles del Estado                                                                                       | CUSIP: N/A<br>LEI: 8755006LY8XNRFOGWN86       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $253189.59    | 0.00%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7804452 | PA      | $6497978.59   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                                 | NCL Finance Ltd.                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    580000 | PA      | $575663.30    | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    330000 | PA      | $281631.86    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1458000 | PA      | $1429934.98   | 0.00%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    940000 | PA      | $903214.11    | 0.00%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629589 | PA      | $598333.85    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61700000 | PA      | $60422617.19  | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1372562.91   | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59118000 | PA      | $61515050.16  | 0.19%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                              | MEGlobal Canada ULC                                                                                                           | CUSIP: N/A<br>LEI: 635400MHHHT7LMKMQL03       | Long             | DBT              | CORP              | CA        |    600000 | PA      | $623234.63    | 0.00%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1100000 | PA      | $937749.58    | 0.00%             | 2039-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1217271.30   | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2392168 | PA      | $2397394.10   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1800000 | PA      | $1854668.96   | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1174194.18   | 0.00%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1047391.13   | 0.00%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    790000 | PA      | $679358.14    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    510000 | PA      | $493450.81    | 0.00%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    529159 | PA      | $475715.47    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167855.28    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855114.53    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    965000 | PA      | $990515.22    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    952000 | PA      | $800660.49    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    985000 | PA      | $991724.83    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    685000 | PA      | $692634.45    | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1565000 | PA      | $1640262.13   | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    271000 | PA      | $173702.69    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130709 | PA      | $116551.08    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    434000 | PA      | $432347.84    | 0.00%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Usiminas International Sarl                                                      | Usiminas International Sarl                                                                                                   | CUSIP: N/A<br>LEI: 529900KLYX6QPXVIVP43       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199232.96    | 0.00%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1235963.50   | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330482.94    | 0.00%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $816692.46    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    865000 | PA      | $848760.96    | 0.00%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |   1385000 | PA      | $1412002.64   | 0.00%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA                                                                                                                        | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |    820000 | PA      | $657865.19    | 0.00%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  14484800 | PA      | $11114406.15  | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131284 | PA      | $124374.61    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                     | Northern Star Resources Ltd.                                                                                                  | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    695000 | PA      | $714962.98    | 0.00%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1420532.19   | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1026487.19   | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1143882.78   | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $941886.20    | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1942269.72   | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538420.21    | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                             | Compass Minerals International, Inc.                                                                                          | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495042.32    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                                    | China Merchants Bank Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300L51ZEIQOS58R74       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $384863.51    | 0.00%             | 2026-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |    800000 | PA      | $781848.45    | 0.00%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $518746.77    | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    944000 | PA      | $889771.99    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $927495.84    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries, Inc.                                                    | South Jersey Industries, Inc.                                                                                                 | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $232026.98    | 0.00%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189024.78   | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535024.05    | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373645.87    | 0.00%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    730000 | PA      | $749575.60    | 0.00%             | 2034-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2265899.07   | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    820000 | PA      | $595531.16    | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    466000 | PA      | $499219.04    | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7427812.50   | 0.02%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1123159.11   | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                     | JD.com, Inc.                                                                                                                  | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $298385.73    | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    911000 | PA      | $887191.18    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $828974.27    | 0.00%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558561.36    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3800000 | PA      | $3928355.08   | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $811314.43    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1408327.37   | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1354885 | PA      | $1131066.13   | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2330000 | PA      | $2048160.12   | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205936.21    | 0.00%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    590000 | PA      | $425341.58    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    677000 | PA      | $632651.36    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Co.                                                  | JW Aluminum Continuous Cast Co.                                                                                               | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255450.68    | 0.00%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Dubai DOF Sukuk Ltd.                                                             | Dubai DOF Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FL2U4Z16IJI576       | Long             | DBT              | NUSS              | KY        |    400000 | PA      | $403607.34    | 0.00%             | 2029-05-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    281000 | PA      | $312482.49    | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series R                                                                                                   | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    605000 | PA      | $517037.26    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1800000 | PA      | $1780193.45   | 0.01%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1810353.43   | 0.01%             | 2029-01-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    436000 | PA      | $431450.81    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                               | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370902.09    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    787000 | PA      | $736100.65    | 0.00%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $147040.40    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6392246 | PA      | $6238663.93   | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPO CNW, Inc.                                                                    | XPO CNW, Inc.                                                                                                                 | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305333.47    | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    390000 | PA      | $407879.74    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2123792.90   | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    953000 | PA      | $795514.27    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2139728.02   | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1380023.96   | 0.00%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                               | Braskem Idesa SAPI                                                                                                            | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $723759.07    | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: —       |
| Hudbay Minerals, Inc.                                                            | Hudbay Minerals, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300WI524AL577IX21       | Long             | DBT              | CORP              | CA        |    430000 | PA      | $421855.48    | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $184572.06    | 0.00%             | 2031-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1243196.36   | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512491.90    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                                                                     | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    405000 | PA      | $431192.66    | 0.00%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    820000 | PA      | $837403.25    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    795000 | PA      | $793608.96    | 0.00%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |    140000 | PA      | $135128.03    | 0.00%             | 2026-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388022.88    | 0.00%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1170000 | PA      | $1182719.63   | 0.00%             | 2031-02-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                  | Great Lakes Dredge & Dock Corp.                                                                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301050.60    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    955000 | PA      | $946903.55    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64912000 | PA      | $65223881.88  | 0.20%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1117559.90   | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $287270.64    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1192158.05   | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742790.20    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    840000 | PA      | $746367.48    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $349576.26    | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1400000 | PA      | $1461840.01   | 0.00%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                  | Prime Healthcare Services, Inc.                                                                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1438863.11   | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2450999 | PA      | $2456181.34   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201501.81    | 0.00%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3168620.98   | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $914978.44    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2356813.91   | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1300000 | PA      | $899570.82    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AC5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160580.60    | 0.00%             | 2033-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    292000 | PA      | $279622.39    | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   5595000 | PA      | $5620794.79   | 0.02%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $489136.82    | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    829000 | PA      | $691523.67    | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    860000 | PA      | $570725.73    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    687000 | PA      | $552967.54    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1039694.14   | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10766137 | PA      | $8633236.74   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  44529773 | PA      | $36302657.29  | 0.11%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    375000 | PA      | $398892.58    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANZ Bank New Zealand Ltd.                                                        | ANZ Bank New Zealand Ltd.                                                                                                     | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    470000 | PA      | $475894.26    | 0.00%             | 2032-08-11      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348240.28    | 0.00%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WakeMed, Series A                                                                                                             | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    149000 | PA      | $99251.77     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    735000 | PA      | $779604.15    | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    255000 | PA      | $168592.85    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    960000 | PA      | $941321.17    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100135.69    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    785000 | PA      | $815352.09    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    685000 | PA      | $678350.35    | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    825000 | PA      | $824557.85    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi A/S                                                         | Ford Otomotiv Sanayi A/S                                                                                                      | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $592652.86    | 0.00%             | 2029-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $889141.60    | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $940186.18    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $322786.64    | 0.00%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                  | First-Citizens Bank & Trust Co.                                                                                               | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490421.32    | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $662897.20    | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2550000 | PA      | $2518464.48   | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488557.45    | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    744000 | PA      | $479032.70    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    838000 | PA      | $818641.47    | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XF5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9626360 | PA      | $8395189.35   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1200000 | PA      | $1201090.76   | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2019                                                                                              | CUSIP: 13063DMB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $482095.64    | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1302945.33   | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7933201 | PA      | $6968671.58   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2H1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    583000 | PA      | $533367.30    | 0.00%             | 2028-09-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6757 | PA      | $6235.24      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6874327 | PA      | $6968306.12   | 0.02%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399594.32    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1033348.17   | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325704.49    | 0.00%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $390590.51    | 0.00%             | 2027-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                                                                          | CUSIP: N/A<br>LEI: 254900KJA5MXNPYB4W32       | Long             | DBT              | CORP              | DO        |    400000 | PA      | $403128.51    | 0.00%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    547000 | PA      | $492535.53    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings III Ltd.                                 | China Great Wall International Holdings III Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900Z04YK19SP3M967       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $585824.57    | 0.00%             | 2027-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1353000 | PA      | $1334084.65   | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBM8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1023976.66   | 0.00%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473025.47    | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23075181 | PA      | $19234683.01  | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1400000 | PA      | $909501.22    | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    574000 | PA      | $555750.33    | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489752.47    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AF8<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $494812.43    | 0.00%             | 2047-09-19      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    658000 | PA      | $458279.65    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    700000 | PA      | $583718.20    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    339000 | PA      | $380687.15    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18670978 | PA      | $18900791.70  | 0.06%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3660888 | PA      | $3120536.89   | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1149591.91   | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248634.29    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3244000 | PA      | $1820689.75   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $386204.47    | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245033.43    | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    627000 | PA      | $559020.12    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332388.26    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $765324.71    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                  | La Mondiale SAM                                                                                                               | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $193412.10    | 0.00%             | 2048-01-18      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   2890650 | PA      | $2444540.93   | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4074000 | PA      | $3532306.92   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    860000 | PA      | $938131.09    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                                 | Global Aircraft Leasing Co. Ltd.                                                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1092000 | PA      | $1089004.50   | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    615000 | PA      | $620460.80    | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2729164.39   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    740000 | PA      | $718645.70    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH, Series DM3N                                                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $854234.73    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1635000 | PA      | $1634451.86   | 0.00%             | 2027-08-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                                                                   | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    346000 | PA      | $321149.04    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $366618.24    | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    975000 | PA      | $888125.51    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAU3<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203183.93    | 0.00%             | 2028-07-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    302000 | PA      | $276348.35    | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    708000 | PA      | $725485.80    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1004935.46   | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47394292 | PA      | $37619251.04  | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8259084 | PA      | $7897566.91   | 0.02%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2276000 | PA      | $2236488.47   | 0.01%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd., Series 144*                                                                                                      | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $395087.38    | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Guara Norte SARL                                                                 | Guara Norte SARL                                                                                                              | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |    678852 | PA      | $628944.34    | 0.00%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Brundage-Bone Concrete Pumping Holdings, Inc.                                    | Brundage-Bone Concrete Pumping Holdings, Inc.                                                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $399794.50    | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRPU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22235363 | PA      | $22214525.15  | 0.07%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    856068 | PA      | $784017.62    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1003644.04   | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707855.96    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $394007.91    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                          | Valley National Bancorp                                                                                                       | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254284.40    | 0.00%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    985000 | PA      | $677508.38    | 0.00%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class C                                                                                  | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243260.19    | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    453000 | PA      | $450880.09    | 0.00%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3812507.44   | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514260.87    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Embotelladora Andina SA                                                          | Embotelladora Andina SA                                                                                                       | CUSIP: N/A<br>LEI: 254900NNPKP1J9XTSA53       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $148873.95    | 0.00%             | 2050-01-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                         | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    555000 | PA      | $536887.09    | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                       | Sotera Health Holdings LLC                                                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    730000 | PA      | $750625.26    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1140740.86   | 0.00%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1375000 | PA      | $1330012.99   | 0.00%             | 2027-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100478 | PA      | $94375.95     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $239680.00    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $702784.85    | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                             | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $615770.25    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    755000 | PA      | $782652.38    | 0.00%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    940000 | PA      | $816269.96    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $204607.89    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                           | Aramark Services, Inc.                                                                                                        | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1085657.13   | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $464229.46    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581756.94    | 0.00%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29699000 | PA      | $27590283.98  | 0.08%             | 2040-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1115000 | PA      | $1170015.14   | 0.00%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577076.35    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215384.62    | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $503451.01    | 0.00%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412447 | PA      | $385475.81    | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    455000 | PA      | $413139.30    | 0.00%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    405000 | PA      | $384578.81    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XLT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1019520 | PA      | $926992.27    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |   1600000 | PA      | $1582094.79   | 0.00%             | 2026-04-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                | LSEG US Fin Corp.                                                                                                             | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    880000 | PA      | $893302.10    | 0.00%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1216013.56   | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    975000 | PA      | $971785.42    | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3053000 | PA      | $2477661.94   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2963437.50   | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    154000 | PA      | $122193.17    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    405000 | PA      | $352656.64    | 0.00%             | 2036-04-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174238.85    | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $915987.24    | 0.00%             | 2026-12-07      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Walgreen Co.                                                                     | Walgreen Co.                                                                                                                  | CUSIP: 931422AK5<br>LEI: E1OI0SEUGJMPPTKRDD35 | Long             | DBT              | CORP              | US        |    270000 | PA      | $244407.48    | 0.00%             | 2042-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AL4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1210000 | PA      | $1459845.28   | 0.00%             | 2030-01-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: —       |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1800000 | PA      | $1801262.96   | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| China Overseas Finance Cayman III Ltd.                                           | China Overseas Finance Cayman III Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003008OZB358QMM8W92       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $612712.99    | 0.00%             | 2043-10-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457770.14    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    573000 | PA      | $593330.10    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554280.52    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    720000 | PA      | $688261.78    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $896650.99    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    695000 | PA      | $735450.50    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868327.48    | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82732 | PA      | $75838.98     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $588618.70    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    960000 | PA      | $947192.33    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    675000 | PA      | $656291.26    | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    750000 | PA      | $616807.99    | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $538192.98    | 0.00%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   7866000 | PA      | $5735224.37   | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | Claremont Mckenna College                                                                                                     | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $142772.94    | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $804227.42    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series 2025                                                                             | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187200.61    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277576.56    | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    835000 | PA      | $819777.00    | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1252396.21   | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $368405.81    | 0.00%             | 2048-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $1360268.57   | 0.00%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5453422 | PA      | $5392196.57   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Eastern Life Assurance Co. Ltd. (The)                                      | Great Eastern Life Assurance Co. Ltd. (The)                                                                                   | CUSIP: N/A<br>LEI: XILNWRPRTWRS0ELWD465       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $193629.95    | 0.00%             | 2032-01-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $421160.22    | 0.00%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110535 | PA      | $103460.75    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1334030.74   | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533471.41    | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                                           | Calumet Specialty Products Partners LP                                                                                        | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $257811.60    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237521.25    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3335519 | PA      | $3236286.69   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1385996.74   | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    860000 | PA      | $919157.82    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47739000 | PA      | $48734805.70  | 0.15%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    668000 | PA      | $481155.16    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1566244.94   | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    968266 | PA      | $880929.37    | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    788000 | PA      | $772934.92    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                         | New Home Co., Inc. (The)                                                                                                      | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314941.41    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    775000 | PA      | $624968.87    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75631000 | PA      | $52457188.91  | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    375000 | PA      | $337914.72    | 0.00%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319856 | PA      | $312813.19    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                     | Cimpress plc                                                                                                                  | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    535000 | PA      | $488016.27    | 0.00%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    613000 | PA      | $600458.49    | 0.00%             | 2033-09-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3661630 | PA      | $3594750.24   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    900000 | PA      | $1063174.32   | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302056.63    | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    665000 | PA      | $551665.58    | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    403000 | PA      | $397343.48    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4870355 | PA      | $4456430.11   | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    560000 | PA      | $540010.00    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27600000 | PA      | $25573125.00  | 0.08%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57705.04     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628930.42    | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                            | Holcim Finance US LLC                                                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176223.07    | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HBOS plc                                                                         | HBOS plc                                                                                                                      | CUSIP: 4041A2AF1<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $175530.98    | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    810000 | PA      | $815962.33    | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16070000 | PA      | $15831460.94  | 0.05%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                                                      | GlaxoSmithKline Capital plc                                                                                                   | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1092768.51   | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BK7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    705000 | PA      | $693639.04    | 0.00%             | 2026-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    370000 | PA      | $350830.07    | 0.00%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1761738.65   | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1689850.44   | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94336.97     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    550000 | PA      | $501104.40    | 0.00%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    901000 | PA      | $885929.85    | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2393936.22   | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc., Series 2032                                                                                        | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149648.58    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1850000 | PA      | $1316143.55   | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $454762.62    | 0.00%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    615000 | PA      | $599082.56    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2024-1, Class B                                                                | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $432074.26    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1068390.76   | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    596000 | PA      | $544568.74    | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    480000 | PA      | $521010.02    | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1035079.23   | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    925000 | PA      | $969257.31    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    405000 | PA      | $393833.32    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    895000 | PA      | $925395.01    | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    870000 | PA      | $845270.73    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    820000 | PA      | $732272.51    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    705000 | PA      | $731279.31    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCP2<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1162240.44   | 0.00%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    200000 | PA      | $197071.80    | 0.00%             | 2029-10-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510680 | PA      | $528588.68    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $982413.95    | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $806756.14    | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2P0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3500000 | PA      | $3521250.26   | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402025.14    | 0.00%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co., Series 12-A                                                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    446000 | PA      | $371555.10    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $755499.92    | 0.00%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74402 | PA      | $72677.64     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAD3<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $418589.11    | 0.00%             | 2028-10-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bangko Sentral ng Pilipinas International Bond                                   | Bangko Sentral ng Pilipinas International Bond                                                                                | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |    387000 | PA      | $417478.46    | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: —       |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    262000 | PA      | $261031.02    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    395000 | PA      | $288224.06    | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $205193.60    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $589819.76    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W3T5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340584.93    | 0.00%             | 2027-10-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    828000 | PA      | $692289.91    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $858422.81    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great River Energy                                                               | Great River Energy                                                                                                            | CUSIP: 39121JAE0<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |    320888 | PA      | $332803.07    | 0.00%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1604773.82   | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 Ltd.                                               | CK Hutchison International 24 Ltd.                                                                                            | CUSIP: 17887UAA3<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $819762.84    | 0.00%             | 2029-04-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4121934 | PA      | $4041172.03   | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AW1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1230000 | PA      | $818832.95    | 0.00%             | 2041-01-14      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                                  | Boyne USA, Inc.                                                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $652138.38    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    570000 | PA      | $592995.33    | 0.00%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services, Inc.                                         | Harley-Davidson Financial Services, Inc.                                                                                      | CUSIP: 41284VAC6<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505346.62    | 0.00%             | 2028-03-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAD2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    460000 | PA      | $389090.35    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    840000 | PA      | $806249.00    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13979015 | PA      | $12756881.21  | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1370000 | PA      | $1341798.28   | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    976000 | PA      | $704082.13    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15499733 | PA      | $13553869.88  | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                                                                    | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    540000 | PA      | $515292.75    | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8882301 | PA      | $7406736.75   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    885000 | PA      | $688003.29    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1800000 | PA      | $1798396.07   | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    633000 | PA      | $510371.35    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    955000 | PA      | $962865.56    | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1156895.45   | 0.00%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1301507.75   | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118748 | PA      | $118448.73    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1194014.35   | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83998 | PA      | $83723.51     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2275711.95   | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                                                                     | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1476167.45   | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $596358.73    | 0.00%             | 2028-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $469895.20    | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $2102885.58   | 0.01%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123884.59    | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1151477.90   | 0.00%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1433952.45   | 0.00%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53721000 | PA      | $53301304.69  | 0.16%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481001 | PA      | $445019.49    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co., Series W                                                                                                   | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2491093.28   | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1566804.02   | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2664788.54   | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1600443.20   | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18574198 | PA      | $15838369.07  | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19694094 | PA      | $16063528.17  | 0.05%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $394760.69    | 0.00%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122668 | PA      | $118883.41    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1711000 | PA      | $1608837.29   | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                            | Capstone Copper Corp.                                                                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $216252.14    | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    585000 | PA      | $504300.64    | 0.00%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2101946 | PA      | $1751897.50   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    719000 | PA      | $745381.34    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1484724.81   | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1004375.00   | 0.00%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3125000 | PA      | $2662096.09   | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55487.86     | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    730000 | PA      | $623849.52    | 0.00%             | 2032-01-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Franshion Brilliant Ltd.                                                         | Franshion Brilliant Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300E3ZP4GOU3D4G57       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $521422.61    | 0.00%             | 2029-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1855485 | PA      | $1641885.07   | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                                                     | GUSAP III LP                                                                                                                  | CUSIP: N/A<br>LEI: 549300WY05UJ7WTHIN64       | Long             | DBT              | CORP              | US        |    600000 | PA      | $571659.20    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sinochem Overseas Capital Co. Ltd.                                               | Sinochem Overseas Capital Co. Ltd.                                                                                            | CUSIP: 82937AAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    400000 | PA      | $439801.23    | 0.00%             | 2040-11-12      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    725000 | PA      | $718821.12    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1563073.05   | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1619854.61   | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1232634.39   | 0.00%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300117.20    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1020309.24   | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    865000 | PA      | $885227.75    | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    238000 | PA      | $154299.47    | 0.00%             | 2049-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41613 | PA      | $38398.39     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    800000 | PA      | $623482.81    | 0.00%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAE4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $1090809.22   | 0.00%             | 2028-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $582970.64    | 0.00%             | 2026-04-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813196 | PA      | $714735.30    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    409000 | PA      | $333621.26    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1440603.89   | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -7075000 | PA      | $-7059726.63  | -0.02%            | 2055-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2100000 | PA      | $1911475.75   | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    567000 | PA      | $518203.42    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90077.17     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9CS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1906118 | PA      | $1670439.78   | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    470000 | PA      | $449205.13    | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337120.67    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                               | Bacardi-Martini BV                                                                                                            | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $316344.50    | 0.00%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1317015.34   | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    620000 | PA      | $574701.76    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    733000 | PA      | $728070.67    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    458000 | PA      | $289600.46    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    795000 | PA      | $820556.92    | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: —       |
| Magnolia Oil & Gas Operating LLC                                                 | Magnolia Oil & Gas Operating LLC                                                                                              | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $388044.58    | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1000000 | PA      | $850191.59    | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    889000 | PA      | $879127.65    | 0.00%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    848000 | PA      | $840336.96    | 0.00%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    395000 | PA      | $337383.53    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281396.18    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    365000 | PA      | $350019.63    | 0.00%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3877208.55   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enstar Finance LLC                                                               | Enstar Finance LLC                                                                                                            | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395500 | PA      | $378759.95    | 0.00%             | 2042-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890PAB2<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $347654.29    | 0.00%             | 2031-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    873000 | PA      | $853476.33    | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1889785.69   | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157742.54    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    505000 | PA      | $489356.95    | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |   1396437 | PA      | $1206660.08   | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Wharf REIC Finance BVI Ltd.                                                      | Wharf REIC Finance BVI Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900N6PHCMYYNUWV59       | Long             | DBT              | CORP              | VG        |    250000 | PA      | $243121.49    | 0.00%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    689000 | PA      | $652471.23    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| LSEGA Financing plc                                                              | LSEGA Financing plc                                                                                                           | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1297109.22   | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                      | Qorvo, Inc.                                                                                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    947000 | PA      | $905740.73    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Solar Star Funding LLC                                                           | Solar Star Funding LLC                                                                                                        | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143111 | PA      | $145174.63    | 0.00%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $409007.96    | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $174031.28    | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $610146.78    | 0.00%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231012 | PA      | $220443.38    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8411558 | PA      | $7703606.37   | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874431.22    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4587 | PA      | $4345.26      | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2020-M46, Class A2                                                         | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982393 | PA      | $870823.86    | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $848598.84    | 0.00%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-1                                                                                         | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162936 | PA      | $163377.77    | 0.00%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54084000 | PA      | $48946020.00  | 0.15%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1531322.60   | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    510000 | PA      | $503110.14    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                                                             | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    485000 | PA      | $411392.40    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1236775.72   | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                                                  | SGSP Australia Assets Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $195630.87    | 0.00%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    595000 | PA      | $608011.33    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    515000 | PA      | $514915.73    | 0.00%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    841000 | PA      | $542564.58    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    835000 | PA      | $856674.96    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                              | Owens & Minor, Inc.                                                                                                           | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    460000 | PA      | $474207.69    | 0.00%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Vale SA                                                                          | Vale SA                                                                                                                       | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    671000 | PA      | $635936.81    | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1023458.53   | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37184558 | PA      | $30315983.46  | 0.09%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1670662.09   | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $656073.76    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1230000 | PA      | $1216548.32   | 0.00%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    983000 | PA      | $870167.16    | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                                  | Valvoline, Inc.                                                                                                               | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    540000 | PA      | $471997.03    | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    965000 | PA      | $912492.86    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272266.66    | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $630139.14    | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1379618.99   | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7449387 | PA      | $5960765.48   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    585000 | PA      | $598639.33    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Commercial Bank of Dubai PSC                                                     | Commercial Bank of Dubai PSC                                                                                                  | CUSIP: N/A<br>LEI: 2138002DQL2YD4S8HE87       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $401368.85    | 0.00%             | 2029-10-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $729164.65    | 0.00%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub, Inc.                                                       | Utah Acquisition Sub, Inc.                                                                                                    | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1743239.27   | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TMS International Corp.                                                          | TMS International Corp.                                                                                                       | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    355000 | PA      | $328732.18    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                            | Chobani Holdco II LLC                                                                                                         | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    677272 | PA      | $717977.70    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    998000 | PA      | $504813.23    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1302467.32   | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                   | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375675.05    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562519.90    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $4268942.48   | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407849.83   | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    882000 | PA      | $724060.63    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $850235.43    | 0.00%             | 2028-11-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23076104 | PA      | $21610667.02  | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $632613.75    | 0.00%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    630000 | PA      | $610363.98    | 0.00%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1025065.31   | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    983000 | PA      | $809428.11    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1166885.52   | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $323891.90    | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                                      | Ally Auto Receivables Trust, Series 2024-2, Class A3                                                                          | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1497243.81   | 0.00%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1570000 | PA      | $1010379.36   | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $573719.33    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1031310.25   | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    444000 | PA      | $398511.71    | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron UK Finance plc                                                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1102634.88   | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256758.61    | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $519549.22    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $668900.43    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5422013 | PA      | $5537273.99   | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKE53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4509310 | PA      | $3624869.67   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3284147.85   | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $809986.62    | 0.00%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKB7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $35213.52     | 0.00%             | 2026-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20234.65     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $697612.70    | 0.00%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $718412.91    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373643.36    | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1163712.52   | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAE0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634845.76    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1132000 | PA      | $192368.30    | 0.00%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201797.38    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   1334522 | PA      | $1042403.45   | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11897700 | PA      | $9494759.95   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1233829.03   | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $3061108.36   | 0.01%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502416.18    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31175000 | PA      | $25911748.75  | 0.08%             | 2055-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    777000 | PA      | $797433.08    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   5000000 | PA      | $4924345.96   | 0.01%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    817000 | PA      | $735087.97    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930047DU4WCPOIO219       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $198002.59    | 0.00%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541122.40    | 0.00%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |    750000 | PA      | $754970.54    | 0.00%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB67<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    835000 | PA      | $839901.87    | 0.00%             | 2026-12-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    945000 | PA      | $944348.50    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    392000 | PA      | $361503.19    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                                | National Central Cooling Co. PJSC                                                                                             | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |    500000 | PA      | $473630.08    | 0.00%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    680000 | PA      | $526771.18    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VII Ltd.                                           | China Overseas Finance Cayman VII Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003003EQA2BE4U94Y86       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $600909.29    | 0.00%             | 2028-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    750000 | PA      | $689913.18    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | Cornell University                                                                                                            | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441234.11    | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    635000 | PA      | $649258.75    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $344418.49    | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NPC Ukrenergo                                                                    | NPC Ukrenergo                                                                                                                 | CUSIP: N/A<br>LEI: 8945009LCLS92V4AK321       | Long             | DBT              | NUSS              | UA        |    600000 | PA      | $486736.36    | 0.00%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    755000 | PA      | $751257.91    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107250.84    | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126100 | PA      | $123090.07    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    810000 | PA      | $829598.20    | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54825000 | PA      | $46909640.63  | 0.14%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                               | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $396133.29    | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UL Solutions, Inc.                                                               | UL Solutions, Inc.                                                                                                            | CUSIP: 903731AA5<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    430000 | PA      | $452344.23    | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1247639.91   | 0.00%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $760457.16    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526516.71    | 0.00%             | 2028-09-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27588000 | PA      | $28329427.50  | 0.09%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    955000 | PA      | $613887.44    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    835000 | PA      | $860938.08    | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217453 | PA      | $216903.49    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2019-M9, Class A2                                                          | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3260671 | PA      | $3138191.28   | 0.01%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 09581CAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566596.02    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573637.50    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    506000 | PA      | $488837.04    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    436000 | PA      | $419768.73    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1485000 | PA      | $1269188.79   | 0.00%             | 2033-02-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808288.62    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    422000 | PA      | $270477.80    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11594192 | PA      | $10644989.65  | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    800000 | PA      | $817340.01    | 0.00%             | 2034-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Mead Johnson Nutrition Co.                                                       | Mead Johnson Nutrition Co.                                                                                                    | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    323000 | PA      | $337935.67    | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1444198.36   | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    485000 | PA      | $393589.57    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $904206.68    | 0.00%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American University (The)                                                        | American University (The), Series 2019                                                                                        | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125958.19    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1597894.31   | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    781404 | PA      | $717431.49    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PartnerRe Finance B LLC                                                                                                       | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118465.15    | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp. (The)                                                             | Lubrizol Corp. (The)                                                                                                          | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    425000 | PA      | $476278.01    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    705000 | PA      | $598366.52    | 0.00%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182792.29    | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1255000 | PA      | $1226155.72   | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    705000 | PA      | $707738.48    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    595000 | PA      | $602011.53    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WEUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7875 | PA      | $7253.86      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2377880.65   | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    496000 | PA      | $508256.61    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $2641003.61   | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | San Diego County Regional Transportation Commission, Series 2010A                                                             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    160000 | PA      | $162229.70    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    940000 | PA      | $884593.05    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43770.03     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    675000 | PA      | $622491.85    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Korea Midland Power Co. Ltd.                                                     | Korea Midland Power Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 988400Z1HCY1QUPS1W65       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $577318.76    | 0.00%             | 2026-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    572000 | PA      | $558477.24    | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    595000 | PA      | $592718.73    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    482000 | PA      | $473375.45    | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1074773.94   | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    790000 | PA      | $814582.66    | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $798167.23    | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Auto Receivables Trust                                             | Mercedes-Benz Auto Receivables Trust, Series 2025-1, Class A3                                                                 | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1518793.18   | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2223035.73   | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    856541 | PA      | $519085.06    | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| United Utilities plc                                                             | United Utilities plc                                                                                                          | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $491022.93    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    523000 | PA      | $511070.91    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    287000 | PA      | $307143.45    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    685000 | PA      | $694105.80    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $817840.02    | 0.00%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    715000 | PA      | $666951.95    | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    590000 | PA      | $486384.08    | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    665000 | PA      | $577513.24    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | Central Parent LLC                                                                                                            | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $656113.52    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    530000 | PA      | $380928.41    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7092212 | PA      | $6187344.54   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    680000 | PA      | $630427.33    | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3400000 | PA      | $2875932.60   | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2014706.92   | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                       | Elanco Animal Health, Inc.                                                                                                    | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    757000 | PA      | $768000.00    | 0.00%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co.                                                                    | KFH Sukuk Co.                                                                                                                 | CUSIP: N/A<br>LEI: 5493008FLJYWGCMZDN21       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $614183.55    | 0.00%             | 2030-01-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    755000 | PA      | $747826.16    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    655000 | PA      | $557856.97    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |    700000 | PA      | $735173.86    | 0.00%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1198291.93   | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6546186 | PA      | $5251083.91   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $897894.95    | 0.00%             | 2031-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4310000 | PA      | $3521138.96   | 0.01%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1440000 | PA      | $1502448.30   | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308613.90    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41587 | PA      | $41358.01     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vertex Capital Investment Ltd.                                                   | Vertex Capital Investment Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493001HK43YLEL0IF70       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $193786.62    | 0.00%             | 2026-07-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1310000 | PA      | $1286808.54   | 0.00%             | 2033-08-05      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2307707 | PA      | $2356764.43   | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $1819338.33   | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547134.02    | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236911.60    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439682 | PA      | $416291.86    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1623826.64   | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                          | Instituto Costarricense de Electricidad                                                                                       | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | NUSS              | CR        |    400000 | PA      | $354216.63    | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    619000 | PA      | $534603.73    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1180407.28   | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $172803.71    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC Finance 2014 ULC                                                                                                        | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $579208.90    | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    825000 | PA      | $825143.55    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1400000 | PA      | $1421857.33   | 0.00%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    315000 | PA      | $276871.92    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1455609.18   | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $612045.91    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     65000 | PA      | $64329.37     | 0.00%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nufarm Australia Ltd.                                                            | Nufarm Australia Ltd.                                                                                                         | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    345000 | PA      | $319080.99    | 0.00%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    697000 | PA      | $647613.38    | 0.00%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $599838.03    | 0.00%             | 2034-03-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    610000 | PA      | $580804.41    | 0.00%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $828889.03    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1300000 | PA      | $1006600.45   | 0.00%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $942017.66    | 0.00%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    715000 | PA      | $704293.38    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $820260.11    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686338.26    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $424055.03    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1250000 | PA      | $1224271.09   | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty. Ltd.                                                       | GAIF Bond Issuer Pty. Ltd.                                                                                                    | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |    705000 | PA      | $694527.09    | 0.00%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726723.38    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $697335.84    | 0.00%             | 2033-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    480000 | PA      | $400905.68    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3500000 | PA      | $2661547.06   | 0.01%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C28, Class AS                                                 | CUSIP: 61766LBV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1939047.33   | 0.01%             | 2049-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337230.94    | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621821 | PA      | $552654.93    | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    765000 | PA      | $593229.87    | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1598081.62   | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    710000 | PA      | $723451.90    | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    771000 | PA      | $763373.11    | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    560000 | PA      | $610976.46    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCZ1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236487.05    | 0.00%             | 2031-03-09      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    725000 | PA      | $711769.23    | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                                                                          | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66936.05     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827932 | PA      | $793558.24    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                                                                       | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $671842.05    | 0.00%             | 2029-10-15      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    800000 | PA      | $759124.25    | 0.00%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                            | Greenko Power II Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900YYA4B6O2O4JM12       | Long             | DBT              | CORP              | MU        |    835000 | PA      | $763670.52    | 0.00%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                      | Ohio State University (The), Series 2010-C                                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1154819.39   | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1462120 | PA      | $1340710.28   | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $820736.47    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    680000 | PA      | $607064.57    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430039 | PA      | $393490.83    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                            | Holcim Finance US LLC                                                                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70859.95     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    687000 | PA      | $638118.72    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    697000 | PA      | $689780.39    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                           | Dycom Industries, Inc.                                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    495000 | PA      | $467160.23    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                                          | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $994011.05    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series R                                                                                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $331254.68    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $458830.18    | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162684.51    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $1072460.73   | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3902987 | PA      | $3417990.66   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    815000 | PA      | $744670.57    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    792000 | PA      | $511695.64    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    700000 | PA      | $837811.06    | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    370000 | PA      | $288535.43    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1414970.63   | 0.00%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series D-1                                                                                 | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $92913.59     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331152.15    | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    330000 | PA      | $315546.79    | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    683000 | PA      | $643813.69    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1571768.77   | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    910000 | PA      | $834283.80    | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1217907.60   | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    735000 | PA      | $699100.91    | 0.00%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                               | Latvia Government Bond                                                                                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |   1365000 | PA      | $1356248.47   | 0.00%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M9GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8169 | PA      | $7605.97      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2015 Ltd.                                     | Sinopec Group Overseas Development 2015 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002Z28NLP3WPFH36       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1046861.40   | 0.00%             | 2045-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020858.16   | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| World Acceptance Corp.                                                           | World Acceptance Corp.                                                                                                        | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $282644.10    | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    804000 | PA      | $790626.23    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    935000 | PA      | $943101.45    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $918503.98    | 0.00%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225455 | PA      | $219850.14    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3310000 | PA      | $3282317.90   | 0.01%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $560480.92    | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                              | Artera Services LLC                                                                                                           | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    610000 | PA      | $578385.51    | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    874000 | PA      | $818157.16    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    657000 | PA      | $629563.66    | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                                        | Champions Financing, Inc.                                                                                                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    650000 | PA      | $572304.73    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    530000 | PA      | $534773.02    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $872110.68    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ste Transcore Holdings, Inc.                                                     | Ste Transcore Holdings, Inc.                                                                                                  | CUSIP: 85235DAB5<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379109.23    | 0.00%             | 2032-05-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    945000 | PA      | $910987.78    | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1296977.76   | 0.00%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    685000 | PA      | $660521.99    | 0.00%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $1994020.20   | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1022835.99   | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    850000 | PA      | $831265.87    | 0.00%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: —       |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513911.86    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B5, Class A3                                                                            | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2347818.05   | 0.01%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A4                                                   | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507706.05    | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    845000 | PA      | $867167.71    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hanwha Q Cells Americas Holdings Corp.                                           | Hanwha Q Cells Americas Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 988400471QDZGCLXRM35       | Long             | DBT              | CORP              | US        |    400000 | PA      | $406478.79    | 0.00%             | 2028-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    318000 | PA      | $309126.83    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                 | Telecommunications co Telekom Srbija AD Belgrade                                                                              | CUSIP: N/A<br>LEI: 254900OVY0XI1DFYC092       | Long             | DBT              | NUSS              | RS        |    800000 | PA      | $793736.14    | 0.00%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12043012 | PA      | $12183180.40  | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1916025.72   | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    950000 | PA      | $940987.23    | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    695000 | PA      | $583364.53    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $691160.58    | 0.00%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                                            | Ford Foundation (The), Series 2020                                                                                            | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    595000 | PA      | $325452.51    | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                       | Velocity Vehicle Group LLC                                                                                                    | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $490837.35    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2327000 | PA      | $2255768.02   | 0.01%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    376000 | PA      | $223028.47    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    806000 | PA      | $776930.57    | 0.00%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    306000 | PA      | $224954.14    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    854000 | PA      | $889082.93    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FA6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239934.66    | 0.00%             | 2026-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSD66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5883811 | PA      | $5349178.79   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348284.72    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3400000 | PA      | $3365606.20   | 0.01%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    828000 | PA      | $535893.85    | 0.00%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    530000 | PA      | $523334.11    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                       | TK Elevator US Newco, Inc.                                                                                                    | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1539124.76   | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18195 | PA      | $17846.50     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL                                                          | Genpact Luxembourg SARL                                                                                                       | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    365000 | PA      | $377846.31    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                        | QVC, Inc.                                                                                                                     | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    613000 | PA      | $408120.24    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    740000 | PA      | $707703.79    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    678000 | PA      | $635409.26    | 0.00%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5896146 | PA      | $5413436.31   | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    508000 | PA      | $475666.17    | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    730000 | PA      | $677791.84    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    935000 | PA      | $915452.09    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1010657.91   | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    576000 | PA      | $438310.65    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1037828.81   | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority, Series 2022                                                                 | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    480000 | PA      | $427341.98    | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    845000 | PA      | $802850.92    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2138696.17   | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043386 | PA      | $988413.87    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109521.77    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1752148.52   | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    435000 | PA      | $392868.42    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126518.76    | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1063516.01   | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1201132.09   | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1292000 | PA      | $1240852.59   | 0.00%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010912.53   | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1950000 | PA      | $1345324.55   | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $545291.79    | 0.00%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    730000 | PA      | $615374.67    | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BCEG HongKong Co. Ltd.                                                           | BCEG HongKong Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 3003005SOPRBUDFEY106       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $582063.12    | 0.00%             | 2026-07-02      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9949253 | PA      | $9803593.44   | 0.03%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    490000 | PA      | $505125.72    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                                    | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $700720.57    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Chinalco Capital Holdings Ltd.                                                   | Chinalco Capital Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $390060.32    | 0.00%             | 2027-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203684.25    | 0.00%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $414397.96    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    523000 | PA      | $534970.67    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143482.12    | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    185000 | PA      | $184049.86    | 0.00%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                 | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $840455.73    | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5533600 | PA      | $5162719.76   | 0.02%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: 00386SAB8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1108968.86   | 0.00%             | 2036-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    530000 | PA      | $458932.52    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1800000 | PA      | $1594868.28   | 0.00%             | 2030-10-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    785000 | PA      | $538271.01    | 0.00%             | 2041-01-26      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    937000 | PA      | $825694.43    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2019A                                                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $184923.50    | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | Willis-Knighton Medical Center, Series 2021                                                                                   | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $313114.83    | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    891000 | PA      | $884304.02    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $518157.84    | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163130 | PA      | $159883.79    | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arada Sukuk 2 Ltd.                                                               | Arada Sukuk 2 Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QJ8SRKQPBY4V77       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $406942.35    | 0.00%             | 2029-06-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | Axalta Coating Systems Dutch Holding B BV                                                                                     | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $528400.60    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1295000 | PA      | $1218684.70   | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    615000 | PA      | $537304.49    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    684000 | PA      | $633840.71    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    351000 | PA      | $350890.73    | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3189180.33   | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WHPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251721 | PA      | $224014.43    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                     | NBK SPC Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300P1ANDK86KWB419       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $958137.53    | 0.00%             | 2027-09-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    424000 | PA      | $262280.70    | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471595.23    | 0.00%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $564450.51    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    945000 | PA      | $940968.48    | 0.00%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $583138.01    | 0.00%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2072684.55   | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                       | Bio-Rad Laboratories, Inc.                                                                                                    | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    779000 | PA      | $703197.95    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                | Singapore Telecommunications Ltd.                                                                                             | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $175595.00    | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $585097.54    | 0.00%             | 2029-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series f2f                                                                                                  | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400413.17    | 0.00%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1550000 | PA      | $1609660.63   | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                                | CUSIP: 931427AR9<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    311000 | PA      | $282118.97    | 0.00%             | 2046-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $749478.14    | 0.00%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1355000 | PA      | $1374350.21   | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1500000 | PA      | $1365248.29   | 0.00%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80673.59     | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2153714.94   | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602221.49    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    530000 | PA      | $538634.79    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    546000 | PA      | $563613.41    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Alta Equipment Group, Inc.                                                       | Alta Equipment Group, Inc.                                                                                                    | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    520000 | PA      | $437359.68    | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| New York and Presbyterian Hospital (The)                                         | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $268997.36    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1545000 | PA      | $1312804.50   | 0.00%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy plc                                                                | SEPLAT Energy plc                                                                                                             | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    600000 | PA      | $565815.48    | 0.00%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $901518.73    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    480000 | PA      | $439654.02    | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAQ0<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $396112.59    | 0.00%             | 2029-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    508000 | PA      | $464708.65    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1397855.21   | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1150246.71   | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12706722 | PA      | $9576829.17   | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    520000 | PA      | $492651.97    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                              | Triumph Group, Inc.                                                                                                           | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    925000 | PA      | $971299.33    | 0.00%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $778628.00    | 0.00%             | 2026-04-07      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $892111.80    | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355595.82    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKT1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    715000 | PA      | $716548.45    | 0.00%             | 2026-05-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                       | Carpenter Technology Corp.                                                                                                    | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385215.14    | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29800000 | PA      | $30184140.63  | 0.09%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |     55000 | PA      | $56846.57     | 0.00%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1212295.24   | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3130863 | PA      | $3175148.95   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    528000 | PA      | $331003.67    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC SARL                                                   | Chile Electricity Lux MPC SARL                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    744000 | PA      | $767811.72    | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    498000 | PA      | $472869.75    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85799000 | PA      | $86754184.18  | 0.26%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Ltd.                                                           | Vedanta Resources Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |         0 | PA      | $0.00         | 0.00%             | 2028-12-09      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Aegon Ltd.                                                                       | Aegon Ltd.                                                                                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $371508.56    | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                                             | CCL Industries, Inc.                                                                                                          | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $801646.14    | 0.00%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1538730.43   | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84121000 | PA      | $78613703.28  | 0.24%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    535000 | PA      | $350142.53    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1083871.75   | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $387390.23    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50500000 | PA      | $48539179.69  | 0.15%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2018-BN13, Class A4                                                                                              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1686152 | PA      | $1648360.80   | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    767000 | PA      | $715388.22    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class A5                                                                                | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1169049.65   | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    955000 | PA      | $977245.23    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                                | Greystar Real Estate Partners LLC                                                                                             | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $436407.05    | 0.00%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1704000 | PA      | $1559374.00   | 0.00%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $303822.02    | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                                                      | University of Chicago (The), Series 20B                                                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64572.45     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5672672 | PA      | $4550486.10   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    506000 | PA      | $497886.68    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3634232.80   | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3079875.09   | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                       | Bio-Rad Laboratories, Inc.                                                                                                    | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    730000 | PA      | $711457.72    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6080000 | PA      | $6154376.53   | 0.02%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    930000 | PA      | $868981.25    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    758000 | PA      | $571023.78    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                            | Incora Top Holdco LLC                                                                                                         | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7599 | NS      | $113985.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1171513.51   | 0.00%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1019119.19   | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Korea SMEs and Startups Agency                                                   | Korea SMEs & Startups Agency                                                                                                  | CUSIP: N/A<br>LEI: 988400052G1DUHESDM19       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $388884.35    | 0.00%             | 2026-08-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2020BG                                                                                       | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $633824.84    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    845000 | PA      | $791965.17    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660380.56    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2011 Ltd.                                                          | CNOOC Finance 2011 Ltd.                                                                                                       | CUSIP: 12621VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    400000 | PA      | $427280.67    | 0.00%             | 2041-01-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    717000 | PA      | $699132.63    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B4, Class ASB                                                                           | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302996 | PA      | $301117.76    | 0.00%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $396166.14    | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40964 | PA      | $36419.84     | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $428484.94    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10275838 | PA      | $10382565.39  | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1516754.49   | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    719000 | PA      | $694300.68    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |   2400000 | PA      | $2251470.68   | 0.01%             | 2030-05-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37898 | PA      | $34128.49     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10333542 | PA      | $8257354.84   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    535000 | PA      | $539215.25    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yamana Gold, Inc.                                                                | Yamana Gold, Inc.                                                                                                             | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $411792.96    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    835000 | PA      | $865198.44    | 0.00%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Welltec International ApS                                                        | Welltec International ApS                                                                                                     | CUSIP: 95039LAA6<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |    252000 | PA      | $249543.87    | 0.00%             | 2026-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    360000 | PA      | $310659.16    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $643354.83    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge              | City of Los Angeles Department of Airports Customer Facility Charge, Series 2022A                                             | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $46500.17     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $728490.24    | 0.00%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1355000 | PA      | $1196028.96   | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial                                                | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $202133.97    | 0.00%             | 2026-07-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1878000 | PA      | $1342371.23   | 0.00%             | 2043-02-11      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    900000 | PA      | $893772.50    | 0.00%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2544964 | PA      | $2365700.37   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661000 | PA      | $803313.71    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491132.42    | 0.00%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1358411.77   | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nanyang Commercial Bank Ltd.                                                     | Nanyang Commercial Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: SC4P6WZO702RYEIU7J93       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $813207.34    | 0.00%             | 2034-08-06      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    792000 | PA      | $796806.75    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3200000 | PA      | $3213270.93   | 0.01%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5574545 | PA      | $4670834.46   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $345122.47    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $355838.94    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    405000 | PA      | $395407.74    | 0.00%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    780000 | PA      | $780309.32    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier North, Inc.                                                             | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $228532.84    | 0.00%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2220000 | PA      | $2154809.91   | 0.01%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    415000 | PA      | $368081.11    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     55000 | PA      | $47700.14     | 0.00%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    520000 | PA      | $472222.50    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                      | Minerals Technologies, Inc.                                                                                                   | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395643.85    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    858000 | PA      | $724512.41    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBQ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1025000 | PA      | $1077766.84   | 0.00%             | 2034-12-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1252710.23   | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5224182 | PA      | $4760319.65   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363890.03    | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373042.43    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WMJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15656 | PA      | $14390.55     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1105550.39   | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $401629.99    | 0.00%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    765000 | PA      | $752515.95    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1282742.36   | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3660363 | PA      | $3625595.48   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    860000 | PA      | $865168.85    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12741824 | PA      | $12544901.85  | 0.04%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    735000 | PA      | $736878.56    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    485000 | PA      | $424982.57    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1131163.69   | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    357000 | PA      | $268288.78    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1519875.94   | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1888000 | PA      | $1835054.29   | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    655000 | PA      | $422270.50    | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS56<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    328000 | PA      | $331908.13    | 0.00%             | 2026-08-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9561718.75   | 0.03%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    732000 | PA      | $592777.26    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $797850.76    | 0.00%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    645000 | PA      | $562699.75    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106792.63    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613075.57    | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1104071.66   | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Commercial Bank of Dubai PSC                                                     | Commercial Bank of Dubai PSC                                                                                                  | CUSIP: N/A<br>LEI: 2138002DQL2YD4S8HE87       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $399551.45    | 0.00%             | 2026-04-21      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                   | Office Properties Income Trust                                                                                                | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3188 | NS      | $1307.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    385000 | PA      | $284852.52    | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    150000 | PA      | $115729.91    | 0.00%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1549526.62   | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $187679.28    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7449743 | PA      | $6214471.24   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1398208.44   | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    645000 | PA      | $613399.47    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    578000 | PA      | $558873.13    | 0.00%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1019996.40   | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    579000 | PA      | $522121.06    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    655000 | PA      | $580446.48    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774107 | PA      | $710731.64    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    605000 | PA      | $593863.59    | 0.00%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $380691.47    | 0.00%             | 2061-09-13      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2508659.34   | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    260000 | PA      | $111078.58    | 0.00%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1495903.43   | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    555000 | PA      | $544990.08    | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                                                                          | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $162842.65    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2029927.13   | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6724 | PA      | $6624.07      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | Province of Manitoba                                                                                                          | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $254258.10    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Ahead DB Holdings LLC                                                            | Ahead DB Holdings LLC                                                                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    405000 | PA      | $394088.50    | 0.00%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC                                                                                                     | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407582.02    | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    732000 | PA      | $479509.72    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    825000 | PA      | $588167.82    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    866000 | PA      | $696402.27    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    885000 | PA      | $806113.09    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1081211.43   | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3230000 | PA      | $3271252.65   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kobe U.S. Midco 2, Inc.                                                          | Kobe U.S. Midco 2, Inc.                                                                                                       | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250417 | PA      | $215408.56    | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54204.55     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                                      | Clover Holdings SPV III LLC, 1st Lien Term Loan                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49293 | PA      | $48060.93     | 0.00%             | 2027-12-06      | Floating      | 15.00%                | No            |                  3 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1526220.67   | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    994000 | PA      | $985221.17    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IOI Investment L Bhd.                                                            | IOI Investment L Bhd.                                                                                                         | CUSIP: N/A<br>LEI: 254900NBVUUO7810A642       | Long             | DBT              | CORP              | MY        |    200000 | PA      | $182509.56    | 0.00%             | 2031-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $918185.54    | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    482000 | PA      | $475110.07    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                        | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $576841.09    | 0.00%             | 2026-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1357186.01   | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1175000 | PA      | $1151797.31   | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                   | BBVA Mexico SA                                                                                                                | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1007718.13   | 0.00%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28895000 | PA      | $22167882.81  | 0.07%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co.                                                                 | Hecla Mining Co.                                                                                                              | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471102.32    | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DE5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193488.64    | 0.00%             | 2026-04-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    676000 | PA      | $641415.15    | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                                      | Denso Corp.                                                                                                                   | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $464333.88    | 0.00%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $675561.53    | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $999337.31    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQF31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890335 | PA      | $912674.88    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| eG Global Finance plc                                                            | eG Global Finance plc                                                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1215119.41   | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    820000 | PA      | $805919.13    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    703000 | PA      | $771372.67    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Link Finance Cayman 2009 Ltd. (The)                                              | Link Finance Cayman 2009 Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900J10LHB6JOSNR19       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $520604.75    | 0.00%             | 2032-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    460000 | PA      | $430775.40    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $552976.97    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    973000 | PA      | $867344.25    | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $568790.68    | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    598000 | PA      | $509943.01    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1921280.69   | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    656000 | PA      | $575264.82    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                              | Trans-Allegheny Interstate Line Co.                                                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152570.65    | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    290000 | PA      | $239477.57    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2020-L4, Class A2                                                                      | CUSIP: 61770KAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1824759.01   | 0.01%             | 2053-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank OZK                                                                         | Bank OZK                                                                                                                      | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181000.30    | 0.00%             | 2031-10-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140AJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1649913 | PA      | $1674938.28   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    550000 | PA      | $360354.31    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1453237.99   | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                    | Dornoch Debt Merger Sub, Inc.                                                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $469644.38    | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Emaar Sukuk Ltd.                                                                 | Emaar Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300NZHOOO6634T541       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $789101.81    | 0.00%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                   | Office Properties Income Trust                                                                                                | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $421807.78    | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    419000 | PA      | $467406.11    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $903155.65    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330539.18    | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    775000 | PA      | $785835.25    | 0.00%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6282083 | PA      | $5037512.19   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |    900000 | PA      | $830214.74    | 0.00%             | 2033-11-03      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                               | Harbour Energy plc                                                                                                            | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191000.82    | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427797.49    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $484956.12    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489284.13    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BBM9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511861.52    | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   1000000 | PA      | $600179.71    | 0.00%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2279904 | PA      | $1919588.89   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    845000 | PA      | $758222.12    | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24352 | PA      | $23013.78     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $678213.63    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2674796 | PA      | $2641942.72   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537461.70    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247260.83    | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1014172.99   | 0.00%             | 2029-03-04      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    295000 | PA      | $252919.91    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    527000 | PA      | $498197.60    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    695000 | PA      | $594640.04    | 0.00%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251597.77    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44472 | PA      | $44044.76     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    815000 | PA      | $689079.40    | 0.00%             | 2030-11-24      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    861966 | PA      | $776239.00    | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1887010 | PA      | $1842555.82   | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    457000 | PA      | $428980.80    | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: —       |
| American International Group, Inc.                                               | American International Group, Inc., Series A-9                                                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4937.73      | 0.00%             | 2048-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380773.72    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKX2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1004328.02   | 0.00%             | 2026-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                            | Pluspetrol Camisea SA                                                                                                         | CUSIP: N/A<br>LEI: 254900VNCHIPPJ2OFY98       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $611240.87    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    880000 | PA      | $938465.60    | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    365000 | PA      | $249009.86    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    610000 | PA      | $407250.45    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1138391.01   | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    459000 | PA      | $450614.63    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84412000 | PA      | $85242930.63  | 0.26%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44540 | PA      | $42192.93     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1320020.09   | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    960000 | PA      | $967128.00    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $726370.12    | 0.00%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    767000 | PA      | $740264.22    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    758000 | PA      | $663235.36    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The), Series FXD                                                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $1000956.31   | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416638.72    | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415600.55    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    720000 | PA      | $779125.86    | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                                | Chevron Phillips Chemical Co. LLC                                                                                             | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $402688.25    | 0.00%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $808362.91    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121850 | PA      | $112414.28    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1190000 | PA      | $1226052.27   | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                                     | EQUATE Petrochemical Co. KSC                                                                                                  | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |   1100000 | PA      | $1088980.52   | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Syngenta Group Finance Ltd.                                                      | Syngenta Group Finance Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 635400FAWYMJDAARPF71       | Long             | DBT              | CORP              | VG        |    650000 | PA      | $652465.49    | 0.00%             | 2026-04-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379813.26    | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306468.89    | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    805000 | PA      | $707657.67    | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    854000 | PA      | $854180.33    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $797635.67    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23161210 | PA      | $22719501.73  | 0.07%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254431.76    | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Beazley Insurance DAC                                                            | Beazley Insurance DAC                                                                                                         | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |    400000 | PA      | $391066.35    | 0.00%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161352.22    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    719000 | PA      | $757901.85    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $881311.72    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    857000 | PA      | $509478.47    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ENQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8113 | PA      | $8172.62      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    410000 | PA      | $402152.85    | 0.00%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series G                                                                                                     | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $231869.84    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    720000 | PA      | $688294.03    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $157454.71    | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $846873.17    | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAD0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $244131.50    | 0.00%             | 2027-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5143944 | PA      | $4700730.68   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    610000 | PA      | $554327.04    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    705000 | PA      | $720096.97    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1465000 | PA      | $1373020.84   | 0.00%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                                                               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    613000 | PA      | $536535.48    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    615000 | PA      | $591916.99    | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416853.76    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $490867.03    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1345032.24   | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    900000 | PA      | $927546.34    | 0.00%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $880439.25    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    710000 | PA      | $670157.82    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211999.49    | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GENM Capital Labuan Ltd.                                                         | GENM Capital Labuan Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |   1000000 | PA      | $882248.71    | 0.00%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    915000 | PA      | $946185.76    | 0.00%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd.                                                                | Dye & Durham Ltd.                                                                                                             | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    565000 | PA      | $574892.06    | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    620000 | PA      | $627046.06    | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    606000 | PA      | $421017.59    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2441162.28   | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    707000 | PA      | $434371.01    | 0.00%             | 2050-06-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: —       |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAB8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57360.66     | 0.00%             | 2047-05-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504522 | PA      | $485350.29    | 0.00%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                                           | Intact Financial Corp.                                                                                                        | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $528511.30    | 0.00%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |   1293000 | PA      | $1141281.55   | 0.00%             | 2030-08-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                               | DISH Network Corp.                                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3624549.43   | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4678228 | PA      | $4764959.27   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $367092.77    | 0.00%             | 2030-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Italy Government Bond                                                                                                         | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1961000 | PA      | $1839834.08   | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17482629 | PA      | $16113539.35  | 0.05%             | 2053-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    530000 | PA      | $488687.69    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    468000 | PA      | $468619.86    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDF4<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    739000 | PA      | $710651.07    | 0.00%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    485000 | PA      | $295090.95    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GFH Senior Sukuk Ltd.                                                            | GFH Senior Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549006KGP87C90JH464       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $592347.08    | 0.00%             | 2029-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JMH Co. Ltd.                                                                     | JMH Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800C5GDLSGQEMM574       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $321987.36    | 0.00%             | 2036-04-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1245952.48   | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin, Series 2023A                                                                                              | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15219.13     | 0.00%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |   1400000 | PA      | $1413471.29   | 0.00%             | 2027-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                                | CUSIP: 931427AB4<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    310000 | PA      | $291826.24    | 0.00%             | 2034-11-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    561000 | PA      | $552401.99    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3800000 | PA      | $3632337.00   | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    570000 | PA      | $552580.46    | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $804998.76    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                            | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $650676.64    | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    585000 | PA      | $587414.49    | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1733014.41   | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    550000 | PA      | $446224.26    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                                        | NOV, Inc.                                                                                                                     | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    523000 | PA      | $493152.95    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3723258 | PA      | $3512570.12   | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1350000 | PA      | $1348447.76   | 0.00%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                           | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    690000 | PA      | $682150.27    | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20080786 | PA      | $19697824.47  | 0.06%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BayCare Health System, Inc.                                                      | BayCare Health System, Inc., Series 2020                                                                                      | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    684000 | PA      | $519826.28    | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBH4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    660000 | PA      | $670423.31    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420289 | PA      | $387141.47    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    590000 | PA      | $576178.72    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2025000 | PA      | $2003372.67   | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282462.11    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1340789.64   | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    435000 | PA      | $338390.71    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2010H                                                   | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $781648.53    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    660000 | PA      | $752707.44    | 0.00%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    515000 | PA      | $503670.39    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1330658.87   | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2017-COR2, Class A3                                                                         | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972491.20    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365515.04    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                                                                             | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    395000 | PA      | $380874.56    | 0.00%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    955000 | PA      | $792732.23    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Investment & Securities Co. Ltd.                                           | Korea Investment & Securities Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300R8VJDW3X6CD250       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193689.96    | 0.00%             | 2026-07-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                                                      | Telefonica Moviles Chile SA                                                                                                   | CUSIP: N/A<br>LEI: 549300PDWJ2U6A15B785       | Long             | DBT              | CORP              | CL        |    500000 | PA      | $328541.86    | 0.00%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AERV4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1075000 | PA      | $1069984.95   | 0.00%             | 2025-09-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $932753.04    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $922765.07    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1670000 | PA      | $1610988.03   | 0.00%             | 2027-01-12      | Fixed         | 1.89%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    543000 | PA      | $549818.34    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42392000 | PA      | $43137171.88  | 0.13%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1183000 | PA      | $1142892.67   | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38139 | PA      | $36555.69     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1234867.50   | 0.00%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0XJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1751729 | PA      | $1822238.95   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    766000 | PA      | $758247.39    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    800000 | PA      | $784075.76    | 0.00%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311210.97    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Muang Thai Life Assurance PCL                                                    | Muang Thai Life Assurance PCL                                                                                                 | CUSIP: N/A<br>LEI: 549300V70GAMNLTH3D74       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $390134.47    | 0.00%             | 2037-01-27      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3070768 | PA      | $2561591.24   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $306105.61    | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16671213 | PA      | $14009572.98  | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504856.97    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    665000 | PA      | $443588.01    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $885238.23    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1400000 | PA      | $236523.76    | 0.00%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    569000 | PA      | $567250.58    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    730000 | PA      | $631463.03    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    996000 | PA      | $958231.17    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57310200 | PA      | $53629810.59  | 0.16%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty. Ltd.                                                        | Ausgrid Finance Pty. Ltd.                                                                                                     | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $475317.84    | 0.00%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    538000 | PA      | $527676.87    | 0.00%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4350000 | PA      | $4444476.56   | 0.01%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1827769.79   | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $1833003.05   | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8949374 | PA      | $9050416.48   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $341919.04    | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1010986.48   | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                                                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1053565.41   | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3827405 | PA      | $3193954.11   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    575000 | PA      | $536649.24    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247238.91    | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $537867.15    | 0.00%             | 2030-06-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $1801907.65   | 0.01%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    567000 | PA      | $554859.49    | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3179000 | PA      | $3105660.07   | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 826200AD9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1165000 | PA      | $1194541.61   | 0.00%             | 2026-08-17      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | Smurfit Westrock Financing DAC                                                                                                | CUSIP: 83272YAA0<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    320000 | PA      | $320366.53    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    350000 | PA      | $292346.62    | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $415007.29    | 0.00%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                        | Bapco Energies BSC Closed                                                                                                     | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    700000 | PA      | $716162.29    | 0.00%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    517000 | PA      | $505687.46    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    480000 | PA      | $445768.45    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283149.73    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    435000 | PA      | $267605.90    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $936180.89    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1524995.78   | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Taizhou Urban Construction and Investment Development Group Co. Ltd.             | Taizhou Urban Construction & Investment Development Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 3003009757VFP4VML748       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $403749.89    | 0.00%             | 2026-09-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4112569 | PA      | $3748347.54   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                             | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $418775.39    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1739043.77   | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $489922.88    | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $781253.20    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323199.86    | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    745000 | PA      | $718622.74    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                  | Flowserve Corp.                                                                                                               | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    515000 | PA      | $436781.74    | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $553694.51    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $780369.04    | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $439450.84    | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2016 Ltd.                                     | Sinopec Group Overseas Development 2016 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002BJODD4TLAOX51       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $532888.35    | 0.00%             | 2046-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6349470 | PA      | $5302544.59   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    704000 | PA      | $686503.50    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386616.27    | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582386.05    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5760463 | PA      | $5238399.83   | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $567806.44    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1698000 | PA      | $1629642.14   | 0.00%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. II LLC                                                     | KKR Group Finance Co. II LLC                                                                                                  | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $190714.25    | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $812514.71    | 0.00%             | 2035-01-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $518604.14    | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                            | Associated Banc-Corp.                                                                                                         | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80441.45     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    336000 | PA      | $274496.84    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                                   | Jacobs Engineering Group, Inc.                                                                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    825000 | PA      | $861903.56    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2800000 | PA      | $1809597.72   | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1111000 | PA      | $1057819.50   | 0.00%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574585.72    | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1950000 | PA      | $1932890.96   | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2821881.08   | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1582969 | PA      | $1328141.57   | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    645000 | PA      | $541428.74    | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    420000 | PA      | $338703.47    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1027775.81   | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1775621.99   | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    792000 | PA      | $779468.29    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CCM Merger, Inc.                                                                 | CCM Merger, Inc.                                                                                                              | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280439.01    | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    252000 | PA      | $230887.80    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2327137.94   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1405000 | PA      | $1490613.89   | 0.00%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $977385.11    | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dubai DOF Sukuk Ltd.                                                             | Dubai DOF Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FL2U4Z16IJI576       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $1024608.20   | 0.00%             | 2029-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $2010288.43   | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1083376.96   | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499445.17    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series Y                                                                                               | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    480000 | PA      | $381938.87    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A4                                                                    | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1848441.39   | 0.01%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1451619 | PA      | $1332472.03   | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $640903.04    | 0.00%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | State of California, Series 2023                                                                                              | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $101070.71    | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665438 | PA      | $649761.49    | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    502000 | PA      | $527780.14    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    920000 | PA      | $916726.61    | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $442455.00    | 0.00%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    630000 | PA      | $570841.72    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1952984.77   | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1048992.47   | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30675468.75  | 0.09%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    980000 | PA      | $963060.07    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $688930.77    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |   1600000 | PA      | $1543561.90   | 0.00%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                                                                     | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    715000 | PA      | $737479.05    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365860.93    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1059258.89   | 0.00%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    830000 | PA      | $792524.37    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DL9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    810000 | PA      | $776296.43    | 0.00%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    840000 | PA      | $799360.86    | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $727400.00    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    995000 | PA      | $870319.19    | 0.00%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBA4<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    160000 | PA      | $136912.07    | 0.00%             | 2030-08-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1800000 | PA      | $1989578.15   | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    670000 | PA      | $603736.28    | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $410169.64    | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    515000 | PA      | $522710.14    | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    805000 | PA      | $826843.32    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1016416.56   | 0.00%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371803.63    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1091201.96   | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AA0<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102787.62    | 0.00%             | 2033-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369413.45    | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    645000 | PA      | $460412.27    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $709227.16    | 0.00%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $776370.13    | 0.00%             | 2026-04-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5MU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653271 | PA      | $1552344.06   | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1055483.73   | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    628000 | PA      | $634486.57    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $957354.18    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78460000 | PA      | $76192015.63  | 0.23%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                                   | Telesat Canada                                                                                                                | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    235000 | PA      | $96600.99     | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    790000 | PA      | $786495.96    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A5                                                                           | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1245440.04   | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    952000 | PA      | $828565.19    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    681000 | PA      | $424097.42    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1399956.51   | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    470000 | PA      | $334965.73    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422423.32    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    805000 | PA      | $676422.09    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    845000 | PA      | $873948.48    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $337899.96    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1422762.38   | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    815000 | PA      | $866215.08    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AQBV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4688548 | PA      | $4093259.09   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SC Johnson & Son, Inc.                                                           | SC Johnson & Son, Inc.                                                                                                        | CUSIP: 478165AH6<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $897923.05    | 0.00%             | 2046-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263421.18    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $411373.61    | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $781707.08    | 0.00%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    580000 | PA      | $562199.41    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    489000 | PA      | $477435.46    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    730000 | PA      | $706833.35    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    770000 | PA      | $681352.52    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    860000 | PA      | $622760.09    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    455000 | PA      | $459437.32    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2B5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    215000 | PA      | $211263.29    | 0.00%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    455000 | PA      | $413384.53    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The), Series 2020                                                                           | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    408000 | PA      | $249852.00    | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   4205000 | PA      | $4157152.24   | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182277 | PA      | $174912.18    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2527249.59   | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1523681.62   | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $804616.67    | 0.00%             | 2026-11-14      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    707000 | PA      | $650997.18    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    835000 | PA      | $825420.51    | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32071344 | PA      | $26787023.22  | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1835000 | PA      | $1843554.94   | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    813000 | PA      | $663892.13    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    535000 | PA      | $482815.28    | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    805000 | PA      | $783335.49    | 0.00%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    555000 | PA      | $339012.68    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                | Banco Bradesco SA                                                                                                             | CUSIP: 05947LBB3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1038138.84   | 0.00%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals, Series 13-A                                                                                            | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132930.66    | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: N/A<br>LEI: 254900748HGC4RBR4O84       | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $373964.51    | 0.00%             | 2028-03-08      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    825000 | PA      | $781213.59    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603369.56    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2255000 | PA      | $2152871.72   | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3210887.66   | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3406865 | PA      | $3002603.11   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    785000 | PA      | $762527.51    | 0.00%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WASH Multifamily Acquisition, Inc.                                               | WASH Multifamily Acquisition, Inc.                                                                                            | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    825000 | PA      | $816858.18    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11938040 | PA      | $10172965.20  | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TNB Global Ventures Capital Bhd.                                                 | TNB Global Ventures Capital Bhd.                                                                                              | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $589656.78    | 0.00%             | 2026-10-19      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1133000 | PA      | $1076047.68   | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    770000 | PA      | $722894.92    | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    486000 | PA      | $435387.36    | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $606687.41    | 0.00%             | 2028-10-26      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQ3S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8661076 | PA      | $8081655.26   | 0.02%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    495000 | PA      | $480187.97    | 0.00%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    415000 | PA      | $434882.58    | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    918000 | PA      | $841577.44    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    510000 | PA      | $423192.03    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1151922.61   | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    985000 | PA      | $1013148.38   | 0.00%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    875000 | PA      | $869804.70    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2166185.39   | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    582000 | PA      | $567496.16    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    653000 | PA      | $600735.24    | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    738000 | PA      | $748096.65    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W02R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3281709 | PA      | $2612418.54   | 0.01%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1179508.28   | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2819210.93   | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1056770.58   | 0.00%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7033321 | PA      | $6760550.10   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154BN8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $790648.27    | 0.00%             | 2026-08-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1060591.03   | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                          | Genesee & Wyoming, Inc.                                                                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708975.91    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2809521.74   | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                            | Progress Energy, Inc.                                                                                                         | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    746000 | PA      | $855066.89    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    361000 | PA      | $347682.76    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    405000 | PA      | $402255.29    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    900000 | PA      | $767843.78    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2413780.82   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                    | Embecta Corp.                                                                                                                 | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    510000 | PA      | $459016.59    | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1963347.85   | 0.01%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Kraton Corp.                                                                     | Kraton Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 549300UKP7HNTB21X136       | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1014057.77   | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    255000 | PA      | $238067.65    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Competition Team Technologies Ltd.                                               | Competition Team Technologies Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900B6P01H4XAT6880       | Long             | DBT              | CORP              | BS        |    400000 | PA      | $394659.31    | 0.00%             | 2029-03-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1716155.84   | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $805049.45    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18312357 | PA      | $14535445.38  | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414397.75    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    435000 | PA      | $396444.46    | 0.00%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    420000 | PA      | $321777.04    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro SA                                                        | Consorcio Transmantaro SA                                                                                                     | CUSIP: N/A<br>LEI: 549300NL65DC6HVEJX96       | Long             | DBT              | CORP              | PE        |    800000 | PA      | $760349.25    | 0.00%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Becle SAB de CV                                                                  | Becle SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 529900JY55CZKMJLCE09       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $648902.91    | 0.00%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3304 | PA      | $3126.12      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $597587.38    | 0.00%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1129955.28   | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14610598 | PA      | $13323443.34  | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    970000 | PA      | $972909.71    | 0.00%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                       | Carpenter Technology Corp.                                                                                                    | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288275.80    | 0.00%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356652.87    | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $397560.64    | 0.00%             | 2030-03-07      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418695.95    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Binghatti Sukuk SPC Ltd.                                                         | Binghatti Sukuk SPC Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900Q5ANAJ5RI08U80       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $409318.95    | 0.00%             | 2027-02-28      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1582357 | PA      | $1397525.58   | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    582259 | PA      | $550344.03    | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    495000 | PA      | $485969.00    | 0.00%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148041.44    | 0.00%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                                            | Eagle Materials, Inc.                                                                                                         | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    920000 | PA      | $803287.98    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    385000 | PA      | $323234.99    | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587675.96    | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $480857.24    | 0.00%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258619.65    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655253.28    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363245.93    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1486450.66   | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                                   | Brookfield Property REIT, Inc.                                                                                                | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    747000 | PA      | $723871.14    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    975000 | PA      | $811851.89    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3462329.78   | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1665000 | PA      | $1717144.59   | 0.01%             | 2035-01-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343250 | PA      | $327301.92    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine National Bank                                                         | Philippine National Bank                                                                                                      | CUSIP: N/A<br>LEI: 549300AFS0UU6SDK2K95       | Long             | DBT              | CORP              | PH        |    200000 | PA      | $198654.54    | 0.00%             | 2029-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    695000 | PA      | $690658.76    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wharf REIC Finance BVI Ltd.                                                      | Wharf REIC Finance BVI Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900N6PHCMYYNUWV59       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $735626.78    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3214000 | PA      | $2314807.42   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    757000 | PA      | $744571.54    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    363000 | PA      | $398330.03    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series GG                                                                                       | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1046818.97   | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374633.66    | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    766000 | PA      | $693814.65    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    595000 | PA      | $600304.35    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    795000 | PA      | $702658.94    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    680000 | PA      | $678771.46    | 0.00%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1010741.77   | 0.00%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                                                              | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $918307.58    | 0.00%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384299.70    | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                               | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    310000 | PA      | $281375.53    | 0.00%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    699000 | PA      | $865463.06    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1118833.54   | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    640000 | PA      | $535599.65    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470530.74    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2385000 | PA      | $2413610.96   | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533459.91    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAQ9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    455000 | PA      | $391240.21    | 0.00%             | 2032-01-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $519367.15    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5368752 | PA      | $5462755.93   | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAA0<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    690000 | PA      | $592473.72    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    995000 | PA      | $920371.93    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351419.45    | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113625.34    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0MW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8364670 | PA      | $6985470.84   | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A4                                               | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2499000 | PA      | $2432257.94   | 0.01%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $390126.50    | 0.00%             | 2027-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    660000 | PA      | $654184.46    | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1400710.74   | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    752000 | PA      | $565547.67    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $459855.67    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    870736 | PA      | $725170.25    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    679000 | PA      | $700572.86    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2733304.29   | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    410000 | PA      | $342546.99    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                 | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $771420.74    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    555000 | PA      | $552624.10    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    975000 | PA      | $895504.73    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    880000 | PA      | $820942.45    | 0.00%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62502000 | PA      | $62223670.78  | 0.19%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137330.90    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108480 | PA      | $100092.12    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coastal Emerald Ltd.                                                             | Coastal Emerald Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 213800VJW5J633T5WS61       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $820697.65    | 0.00%             | 2027-05-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396181.94    | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $873773.77    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321548.72    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3218000 | PA      | $2680053.06   | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    973000 | PA      | $958216.42    | 0.00%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    943000 | PA      | $565781.36    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $20447.20     | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1732020.99   | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1118869.64   | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1142478.87   | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   6755000 | PA      | $6829950.28   | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K089, Class A2                      | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1965075.95   | 0.01%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1533206.93   | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1024004.33   | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                                                              | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    610000 | PA      | $420392.26    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752766.45    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    365000 | PA      | $253289.61    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3277922.93   | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aldar Sukuk No. 2 Ltd.                                                           | Aldar Sukuk No. 2 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930010JDA2VE3MB531       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $384633.08    | 0.00%             | 2029-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2080000 | PA      | $2211888.82   | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | US        |    230000 | PA      | $217514.77    | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197687.63    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2015-1, Class A                                                                  | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515768 | PA      | $497694.01    | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   1900000 | PA      | $1935852.66   | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    835000 | PA      | $841938.50    | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21500000 | PA      | $22994921.88  | 0.07%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1070000 | PA      | $1091013.69   | 0.00%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37597000 | PA      | $37200469.14  | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $685232.58    | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1255000 | PA      | $1209452.85   | 0.00%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1103353.34   | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    605000 | PA      | $626469.62    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                            | Holcim Finance US LLC                                                                                                         | CUSIP: 50587KAB7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207207.64    | 0.00%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16035 | PA      | $15546.45     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196773.54    | 0.00%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    530000 | PA      | $513325.85    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $418994.14    | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                                       | Embarq LLC                                                                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $567278.26    | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $1251989.61   | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1175035.26   | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1280000 | PA      | $1104173.16   | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386426.32    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    497000 | PA      | $392983.92    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    410000 | PA      | $431598.44    | 0.00%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1065000 | PA      | $1077820.85   | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30299.13     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019P                                                                      | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    100000 | PA      | $66719.64     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471623 | PA      | $428500.16    | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308503.49    | 0.00%             | 2052-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp.                                                        | Merck Sharp & Dohme Corp.                                                                                                     | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    313000 | PA      | $333488.15    | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $795717.08    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA, Inc.                                                            | ABB Finance USA, Inc.                                                                                                         | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    675000 | PA      | $668975.51    | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    768000 | PA      | $656499.57    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals, Series 2020                                                                                            | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $143947.48    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $567476.33    | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151070.71    | 0.00%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $809681.60    | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    609000 | PA      | $608415.46    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588013.00    | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39255 | PA      | $38104.11     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                              | Leviathan Bond Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    600000 | PA      | $580272.13    | 0.00%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35868172 | PA      | $31800680.58  | 0.10%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | Dartmouth-Hitchcock Health, Series B                                                                                          | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $310290.83    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3032700.57   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    794000 | PA      | $554642.25    | 0.00%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    974000 | PA      | $595992.21    | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    475000 | PA      | $410704.21    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543819.49    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $404130.63    | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $245924.54    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1265464.06   | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    665000 | PA      | $677245.08    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17117620 | PA      | $14918923.68  | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1425286.67   | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1027898.69   | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                         | Gran Tierra Energy, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300IH2S17MAIUCM32       | Long             | DBT              | CORP              | US        |    800000 | PA      | $628160.85    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Republic of Georgia                                                              | Georgia Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 2138007T8RLEVDMLQ257       | Long             | DBT              | NUSS              | GE        |    400000 | PA      | $382297.86    | 0.00%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $400688.94    | 0.00%             | 2029-01-29      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    337000 | PA      | $330428.68    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $664760.74    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1600000 | PA      | $1481634.75   | 0.00%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    895000 | PA      | $877629.46    | 0.00%             | 2033-08-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                            | LD Holdings Group LLC                                                                                                         | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $427504.00    | 0.00%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369112.93    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7192825 | PA      | $6556516.10   | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    525000 | PA      | $463274.51    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $426143.16    | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chouzhou International Investment Ltd.                                           | Chouzhou International Investment Ltd.                                                                                        | CUSIP: N/A<br>LEI: 254900G02LJVPHKXDT91       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $403888.12    | 0.00%             | 2026-06-27      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142014.23    | 0.00%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    495000 | PA      | $473818.06    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1006000 | PA      | $982994.04    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    857000 | PA      | $502576.18    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                                                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2250624.95   | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Guangzhou Metro Investment Finance BVI Ltd.                                      | Guangzhou Metro Investment Finance BVI Ltd.                                                                                   | CUSIP: N/A<br>LEI: 30030026WRIFBEGCB472       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $174754.79    | 0.00%             | 2030-09-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    429000 | PA      | $414221.48    | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $600382.10    | 0.00%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    712000 | PA      | $687390.77    | 0.00%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| Alpha Star Holding IX Ltd.                                                       | Alpha Star Holding IX Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201353.15    | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133976 | PA      | $127164.44    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VII LLC                                                    | KKR Group Finance Co. VII LLC                                                                                                 | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $428248.68    | 0.00%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $358047.83    | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2944687.50   | 0.01%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $685980.03    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1125295.70   | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $504242.04    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 132                                                                                           | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    315000 | PA      | $283217.30    | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1189078.06   | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2854000 | PA      | $2851891.78   | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    468000 | PA      | $387587.22    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                                                              | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $770586.11    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                                      | Syensqo Finance America LLC                                                                                                   | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420985.77    | 0.00%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    840000 | PA      | $731650.44    | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $918761.66    | 0.00%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $989113.17    | 0.00%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    510000 | PA      | $423477.28    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    742000 | PA      | $653425.85    | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2023149.22   | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $443291.11    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |   1300000 | PA      | $1200839.66   | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $665966.92    | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    453000 | PA      | $438844.56    | 0.00%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    735000 | PA      | $704626.60    | 0.00%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $522412.05    | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1012851.19   | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1149736.09   | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    745000 | PA      | $728995.58    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630CL0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194250.77    | 0.00%             | 2026-09-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $952549.46    | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1263960.13   | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307PWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102900 | PA      | $100348.33    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital (The)                                         | New York & Presbyterian Hospital (The), Series 2019                                                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    572000 | PA      | $389205.47    | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $652757.35    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5830108 | PA      | $4930384.68   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                                | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    761000 | PA      | $664808.34    | 0.00%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686241.51    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $176610.23    | 0.00%             | 2031-07-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    262000 | PA      | $257199.35    | 0.00%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                                                                 | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82837.54     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    520000 | PA      | $611624.00    | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur SA                                                     | Atlantica Transmision Sur SA                                                                                                  | CUSIP: N/A<br>LEI: 549300PQCSQSSZTVDH16       | Long             | DBT              | CORP              | PE        |    362240 | PA      | $380417.81    | 0.00%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   2058000 | PA      | $2001786.36   | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455601 | PA      | $405454.00    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    398000 | PA      | $443719.23    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19396093.75  | 0.06%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                    | Surgery Center Holdings, Inc.                                                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798123.39    | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484338.08    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    455000 | PA      | $463796.01    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    740000 | PA      | $752021.25    | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2329828.83   | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    412000 | PA      | $393556.75    | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1428332.99   | 0.00%             | 2027-11-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1365621.30   | 0.00%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $503972.62    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    890000 | PA      | $864950.24    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480283 | PA      | $449543.65    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | Emory University, Series 2020                                                                                                 | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    423000 | PA      | $273590.53    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AH0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $463754.98    | 0.00%             | 2028-07-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gabon Blue Bond Master Trust 2                                                   | Gabon Blue Bond Master Trust                                                                                                  | CUSIP: 362419AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502961.90    | 0.00%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | Province of Alberta                                                                                                           | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2980000 | PA      | $2940672.30   | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7665 | PA      | $7455.32      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd.                                                           | Nabors Industries Ltd.                                                                                                        | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    415000 | PA      | $330030.10    | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    553000 | PA      | $444816.76    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                            | Holcim Finance US LLC                                                                                                         | CUSIP: 50587KAA9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    675000 | PA      | $667377.07    | 0.00%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1110000 | PA      | $1122216.77   | 0.00%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1798000 | PA      | $1775649.90   | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428393.53    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $622253.15    | 0.00%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $971758.82    | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                                    | Al Rajhi Bank                                                                                                                 | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $1012116.96   | 0.00%             | 2029-05-16      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $684043.76    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1044291.74   | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1093271.17   | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    830000 | PA      | $558331.84    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    322000 | PA      | $284352.53    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80946 | PA      | $77688.01     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251437.03    | 0.00%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74738PUJ5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   2000000 | PA      | $2041782.54   | 0.01%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GlaxoSmithKline Capital plc                                                      | GlaxoSmithKline Capital plc                                                                                                   | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $378150.34    | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    780000 | PA      | $760728.91    | 0.00%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority (The)                                   | Charlotte-Mecklenburg Hospital Authority (The), Series 2021A                                                                  | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    435000 | PA      | $289493.24    | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    433000 | PA      | $413016.57    | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    385000 | PA      | $355936.90    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300323.40    | 0.00%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                        | Bank of Ireland Group plc                                                                                                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    640000 | PA      | $656121.65    | 0.00%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $32594.29     | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    928000 | PA      | $731781.89    | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4118 | PA      | $3915.82      | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $300235.00    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |     90000 | PA      | $91503.40     | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    420000 | PA      | $330776.35    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    770000 | PA      | $763760.81    | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264710.03    | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96849.91     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76028.22     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $897776.50    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1127359.61   | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2749233.99   | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $236508.33    | 0.00%             | 2051-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    665000 | PA      | $669409.03    | 0.00%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1158555.60   | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $910419.44    | 0.00%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $256697.35    | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667452.65    | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $442111.22    | 0.00%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1464535.91   | 0.00%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nakilat, Inc.                                                                    | Nakilat, Inc.                                                                                                                 | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |    769931 | PA      | $803093.16    | 0.00%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $340294.89    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1745000 | PA      | $1644807.54   | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $488079.06    | 0.00%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $145832.93    | 0.00%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    780000 | PA      | $763535.03    | 0.00%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1778272.13   | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119356 | PA      | $114440.65    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    468000 | PA      | $458105.05    | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd.                                                                    | XL Group Ltd.                                                                                                                 | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    368000 | PA      | $348219.52    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11943114 | PA      | $10783467.61  | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276421.48    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   2080000 | PA      | $2115967.08   | 0.01%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2065234.73   | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    607000 | PA      | $485586.37    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co.                                                                                                         | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613934.79    | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PartnerRe Finance B LLC                                                                                                       | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    919000 | PA      | $889280.69    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Boubyan Tier 1 Sukuk Ltd.                                                        | Boubyan Tier 1 Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300Z4Q7ROZ0OUJO40       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386511.43    | 0.00%             | 2026-10-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                      | Fluor Corp.                                                                                                                   | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    574000 | PA      | $555974.74    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                                                        | Blue Owl Capital Corp. II                                                                                                     | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495535.04    | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $849812.19    | 0.00%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1415000 | PA      | $1405258.00   | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $668019.81    | 0.00%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1569807.51   | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1285000 | PA      | $1279592.20   | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    705000 | PA      | $672687.32    | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1357722.17   | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 122                                                                                           | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    790000 | PA      | $769812.15    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2245875 | PA      | $2205242.03   | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    453000 | PA      | $318064.90    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $812481.51    | 0.00%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2023                                                                                         | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $123724.65    | 0.00%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    830000 | PA      | $833342.35    | 0.00%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 708696BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $395286.19    | 0.00%             | 2029-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    570000 | PA      | $377349.01    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435134.39    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1886912.94   | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    165000 | PA      | $164719.49    | 0.00%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1573728.71   | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $291966.88    | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1088673.29   | 0.00%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    485000 | PA      | $474918.16    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Doctors Co. An Interinsurance Exchange (The)                                     | Doctors Co. An Interinsurance Exchange (The)                                                                                  | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349848.42    | 0.00%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    495000 | PA      | $444935.96    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    525000 | PA      | $418369.78    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC, Series YYY                                                                                           | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    606000 | PA      | $402002.50    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |    600000 | PA      | $543600.90    | 0.00%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2515000 | PA      | $2695475.07   | 0.01%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    359000 | PA      | $298822.80    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45250000 | PA      | $46367109.38  | 0.14%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13314730 | PA      | $11708882.54  | 0.04%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1659000 | PA      | $1692712.50   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    740000 | PA      | $833759.76    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273797.52    | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    705000 | PA      | $710119.48    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc., Series P                                                                                            | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    385000 | PA      | $282590.23    | 0.00%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1763368.44   | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1128669.30   | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Khazanah Capital Ltd.                                                            | Khazanah Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $390753.89    | 0.00%             | 2034-09-05      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1400000 | PA      | $1374115.46   | 0.00%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                   | JELD-WEN, Inc.                                                                                                                | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    355000 | PA      | $311949.38    | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $581426.36    | 0.00%             | 2027-01-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1615327.11   | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258092.87    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    820000 | PA      | $637203.30    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    560000 | PA      | $522460.05    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1253207.61   | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    600000 | PA      | $355826.71    | 0.00%             | 2049-10-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | Midcontinent Communications                                                                                                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663516.40    | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    595000 | PA      | $588301.97    | 0.00%             | 2028-06-21      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    610000 | PA      | $612288.04    | 0.00%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | Chicago Transit Authority Sales Tax Receipts Fund, Series 2010-B                                                              | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $410584.01    | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $570472.05    | 0.00%             | 2030-04-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XXNN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55859 | PA      | $55790.90     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1447058.65   | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J96V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122855 | PA      | $116187.90    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK ,Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336UAD9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    505000 | PA      | $424260.83    | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    551000 | PA      | $434342.35    | 0.00%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1239026.79   | 0.00%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                                                                         | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    957000 | PA      | $953829.16    | 0.00%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $491416.73    | 0.00%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   1800000 | PA      | $1578307.73   | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2200000 | PA      | $1953711.74   | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1137219.86   | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    536000 | PA      | $523408.60    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    830000 | PA      | $798309.18    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    706000 | PA      | $698223.04    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291906.52    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276330.19    | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2976546.31   | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    585000 | PA      | $677491.45    | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    766000 | PA      | $707042.13    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2916561.33   | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                       | AGCO Corp.                                                                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531495.31    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | 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        |    597110 | PA      | $623523.55    | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1677241.80   | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $394136.47    | 0.00%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C24, Class B                                                                                | CUSIP: 07336VAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $572420.11    | 0.00%             | 2057-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                          | NESCO Holdings II, Inc.                                                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    945000 | PA      | $856654.91    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37012750 | PA      | $33619612.44  | 0.10%             | 2055-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100744 | PA      | $98146.76     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    805000 | PA      | $781331.29    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    710000 | PA      | $728119.69    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $601044.56    | 0.00%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WBQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110952 | PA      | $109241.46    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1448820.98   | 0.00%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1277000 | PA      | $1174064.59   | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1980393.50   | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Sovereign Sukuk Bhd.                                                    | Malaysia Sovereign Sukuk Bhd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    600000 | PA      | $525057.71    | 0.00%             | 2045-04-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    370000 | PA      | $292778.81    | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                           | Suriname Government International Bond                                                                                        | CUSIP: N/A<br>LEI: 254900SYU4G5JM13TN77       | Long             | DBT              | NUSS              | SR        |    409045 | PA      | $375301.11    | 0.00%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    610000 | PA      | $589582.95    | 0.00%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2095000 | PA      | $1927403.57   | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC                                                    | Summit Midstream Holdings LLC                                                                                                 | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $801825.92    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7060 | PA      | $6465.96      | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1139693.77   | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6710102 | PA      | $5821120.93   | 0.02%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36178D2T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6470 | PA      | $5847.84      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    781000 | PA      | $783360.01    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                             | RLJ Lodging Trust LP                                                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    495000 | PA      | $447063.46    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $823236.67    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital (The)                                                       | Mount Sinai Hospital (The), Series 2019                                                                                       | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $341331.64    | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    540000 | PA      | $497336.83    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2069519.59   | 0.01%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   2250000 | PA      | $2097315.74   | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2003                                                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   7157647 | PA      | $7154599.36   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    470000 | PA      | $495278.06    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    968000 | PA      | $848481.58    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| West Technology Group LLC                                                        | West Technology Group LLC                                                                                                     | CUSIP: 956187AA6<br>LEI: 5493005Z5DB0O5S30R71 | Long             | DBT              | CORP              | US        |    448000 | PA      | $293522.61    | 0.00%             | 2027-04-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| WF Card Issuance Trust                                                           | WF Card Issuance Trust, Series 2024-A2, Class A                                                                               | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2810198.79   | 0.01%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1020000 | PA      | $1036840.45   | 0.00%             | 2028-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43400000 | PA      | $40151781.25  | 0.12%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2024                                                                                              | CUSIP: 13063EBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040088.35   | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    675000 | PA      | $606624.56    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $485351.80    | 0.00%             | 2122-10-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BA Credit Card Trust, Series 2024-A1, Class A                                                                                 | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   3640000 | PA      | $3697933.01   | 0.01%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $568109.47    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1463877.64   | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1605340.48   | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Borr IHC Ltd.                                                                    | Borr IHC Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900WQF2MM46DNLY83       | Long             | DBT              | CORP              | US        |   1297561 | PA      | $1073787.77   | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469762.86    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BB5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    912000 | PA      | $886397.92    | 0.00%             | 2038-03-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ASP Unifrax Holdings, Inc.                                                       | ASP Unifrax Holdings, Inc.                                                                                                    | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $21449.01     | 0.00%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Deutsche Bank AG, New York                                                                                                    | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1485000 | PA      | $1151147.94   | 0.00%             | 2047-07-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B29, Class A5                                                                           | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6660000 | PA      | $5786821.63   | 0.02%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3180459.75   | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2007657 | PA      | $748732.95    | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    755000 | PA      | $727280.01    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1241071.72   | 0.00%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp., Series R                                                                                              | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327551.78    | 0.00%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1110046.63   | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1600810.47   | 0.00%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    702000 | PA      | $598682.47    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3984000 | PA      | $3014049.36   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1492493 | PA      | $1328217.41   | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    805000 | PA      | $613122.29    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $4808536.09   | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    747000 | PA      | $427508.77    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    842000 | PA      | $873555.29    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2978191 | PA      | $2767625.26   | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384069.85    | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    394000 | PA      | $284539.48    | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    805000 | PA      | $783097.51    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F012650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10325000 | PA      | $7774304.26   | 0.02%             | 2055-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $972127.73    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1138952.93   | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $423282.51    | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    420000 | PA      | $380627.13    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    805000 | PA      | $822323.67    | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    678000 | PA      | $547353.57    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1579000 | PA      | $1564094.74   | 0.00%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $598177.23    | 0.00%             | 2028-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1030994.90   | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings                                                               | ATP Tower Holdings                                                                                                            | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298316.02    | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $950519.54    | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                                                                    | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | PE        |    300000 | PA      | $292426.47    | 0.00%             | 2026-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                                    | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    315000 | PA      | $332435.57    | 0.00%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    695000 | PA      | $623843.66    | 0.00%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The)                                                                              | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24793.88     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC                                                             | Genting New York LLC                                                                                                          | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $623816.20    | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1039636.54   | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    905000 | PA      | $917297.05    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $407128.20    | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                  | La Mondiale SAM                                                                                                               | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $799907.06    | 0.00%             | 2047-01-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                 | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495075 | PA      | $470769.85    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396447.93    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    620000 | PA      | $660063.31    | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1025000 | PA      | $999082.57    | 0.00%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79764 | PA      | $77508.91     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    480000 | PA      | $491542.35    | 0.00%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2600000 | PA      | $2820977.17   | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4143590 | PA      | $3881094.68   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metinvest BV                                                                     | Metinvest BV                                                                                                                  | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $476955.23    | 0.00%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $625470.42    | 0.00%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16887374 | PA      | $15814948.69  | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BP6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1266185.62   | 0.00%             | 2028-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $147370.41    | 0.00%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    401000 | PA      | $393476.85    | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16143049 | PA      | $14091738.55  | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $999211.37    | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $932272.23    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Heritage Petroleum Co. Ltd.                                                      | Heritage Petroleum Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 25490055MYPABN06OA04       | Long             | DBT              | CORP              | TT        |    600000 | PA      | $603808.81    | 0.00%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1385000 | PA      | $1341445.15   | 0.00%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GT5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90162 | PA      | $85469.12     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port of Newcastle Investments Financing Pty. Ltd.                                | Port of Newcastle Investments Financing Pty. Ltd.                                                                             | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |    290000 | PA      | $280893.45    | 0.00%             | 2031-11-24      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    713000 | PA      | $578214.35    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                     | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $388906.21    | 0.00%             | 2026-04-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    513000 | PA      | $421003.00    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    405000 | PA      | $429025.46    | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1209212.72   | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24767000 | PA      | $25064977.97  | 0.08%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    627000 | PA      | $563647.91    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $756862.42    | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    345000 | PA      | $315723.33    | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $769209.95    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    985000 | PA      | $946906.29    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    570000 | PA      | $595424.51    | 0.00%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $885685.33    | 0.00%             | 2048-01-10      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series A                                                                                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    435000 | PA      | $378972.63    | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2936195.81   | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $812995.76    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1048712.48   | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B                                                                       | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $78826.82     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1094772.12   | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16136 | PA      | $15343.16     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $595992.18    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1722909.03   | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100288 | PA      | $1077354.35   | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482644.46    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1098544.69   | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9055544 | PA      | $9047618.67   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    490000 | PA      | $455749.23    | 0.00%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    428000 | PA      | $416411.20    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    315000 | PA      | $369224.91    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    517000 | PA      | $504943.04    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $704149.97    | 0.00%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    642000 | PA      | $637876.33    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1064453.08   | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                            | Viavi Solutions, Inc.                                                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    385000 | PA      | $352767.05    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                                  | UPM-Kymmene OYJ                                                                                                               | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |    205000 | PA      | $217889.75    | 0.00%             | 2027-11-26      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1103411.83   | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1863902.67   | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1034368.11   | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    690000 | PA      | $669091.71    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                                                                  | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    490000 | PA      | $381310.02    | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | University of Pittsburgh-of the Commonwealth System of Higher Education, Series 2019A                                         | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    200000 | PA      | $125774.27    | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    603000 | PA      | $452287.96    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    695000 | PA      | $671003.65    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series K                                                                                     | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    539000 | PA      | $525301.89    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $766418.50    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DPL, Inc.                                                                        | DPL, Inc.                                                                                                                     | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $367051.66    | 0.00%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315789.51    | 0.00%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $617274.08    | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $497967.88    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134023.87    | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                                                              | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    458000 | PA      | $452884.46    | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328938.48    | 0.00%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513658.66   | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E26C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19762 | PA      | $18817.45     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36184Q2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176240 | PA      | $162459.74    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                  | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365659.31    | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212004 | PA      | $188422.80    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164131 | PA      | $163716.20    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2055000 | PA      | $2076007.91   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    540000 | PA      | $451588.56    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $408027.30    | 0.00%             | 2027-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                     | JD.com, Inc.                                                                                                                  | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    713000 | PA      | $675720.63    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214179 | PA      | $207895.65    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $629585.93    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2560000 | PA      | $2476341.38   | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                      | Beacon Roofing Supply, Inc.                                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    705000 | PA      | $706873.57    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    439000 | PA      | $422460.27    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477109.65    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $35221.19     | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    796000 | PA      | $780946.73    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A9NL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5194182 | PA      | $4182452.25   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAK8<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $201758.85    | 0.00%             | 2028-04-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1345287.34   | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    729000 | PA      | $544335.63    | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    915000 | PA      | $843115.13    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 20A                                                                                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    690000 | PA      | $403352.10    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    493000 | PA      | $489196.58    | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1854674.79   | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    580000 | PA      | $554889.82    | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1370433.06   | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                                                                | CUSIP: N/A<br>LEI: 984500D2C0CDC0BFDD35       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1005334.37   | 0.00%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CBQ Finance Ltd.                                                                 | CBQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |    800000 | PA      | $817873.38    | 0.00%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                                                                     | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1029779.27   | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1645000 | PA      | $1677303.08   | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    605000 | PA      | $615143.96    | 0.00%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    530000 | PA      | $513171.01    | 0.00%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $2028487.27   | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    689000 | PA      | $455892.12    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51613000 | PA      | $50443642.97  | 0.15%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1524272.69   | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    352000 | PA      | $358414.73    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1781650 | PA      | $1803613.91   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3840203 | PA      | $3988195.69   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    988000 | PA      | $610529.11    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758774.67    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1433861.49   | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $170940.83    | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    715000 | PA      | $773974.18    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2344788.14   | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $835343.18    | 0.00%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1358727.87   | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $808538.00    | 0.00%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1022621.56   | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                                          | Banco Nacional de Comercio Exterior SNC                                                                                       | CUSIP: N/A<br>LEI: 4469000001BL6VG3DH44       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $563302.31    | 0.00%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    280000 | PA      | $196344.99    | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd.                                                                 | Axiata SPV2 Bhd.                                                                                                              | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | MY        |   1000000 | PA      | $886409.14    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $650617.61    | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                                                                      | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    260000 | PA      | $293279.46    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    389000 | PA      | $383137.52    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1002358.35   | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Provincia de Cordoba                                                             | Provincia de Cordoba                                                                                                          | CUSIP: N/A<br>LEI: 5299006CLM2Z97AATT29       | Long             | DBT              | NUSS              | AR        |    451800 | PA      | $431767.68    | 0.00%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8814382 | PA      | $8001271.70   | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284832.43    | 0.00%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2023-1, Class A                                                                    | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1289674 | PA      | $1279550.27   | 0.00%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    630000 | PA      | $604492.53    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                              | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $508352.70    | 0.00%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    605000 | PA      | $564214.71    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AE                                                                            | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    553000 | PA      | $485505.42    | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2479114.06   | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1120324.98   | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17013704 | PA      | $13882529.51  | 0.04%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $577324.71    | 0.00%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1098497.26   | 0.00%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series FF                                                                                       | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1341784.34   | 0.00%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $470946.62    | 0.00%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GrubHub Holdings, Inc.                                                           | GrubHub Holdings, Inc.                                                                                                        | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $437619.79    | 0.00%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Sunrise FinCo. I BV                                                              | Sunrise FinCo. I BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1210000 | PA      | $1105022.74   | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $863194.50    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1981575.34   | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    635000 | PA      | $617542.85    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $645627.44    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $193582.52    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360770.00    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                                                                    | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    578000 | PA      | $568035.01    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1705000 | PA      | $1702517.33   | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    648000 | PA      | $575412.28    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    575000 | PA      | $339699.92    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | Dexia SA                                                                                                                      | CUSIP: 25214BBA1<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |    849000 | PA      | $826018.22    | 0.00%             | 2026-04-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    770000 | PA      | $702855.33    | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32600000 | PA      | $31855039.06  | 0.10%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2400000 | PA      | $2377136.84   | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6408 | PA      | $6094.95      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1715000 | PA      | $1594169.82   | 0.00%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Development Bank (The)                                                       | New Development Bank (The)                                                                                                    | CUSIP: N/A<br>LEI: 254900VPI91W77OOUM06       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $201113.97    | 0.00%             | 2026-04-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    794292 | PA      | $713458.90    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1044023.44   | 0.00%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp.                                                                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    827000 | PA      | $798279.56    | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPHL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2201462 | PA      | $2203164.10   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                                                               | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276458.95    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    695000 | PA      | $593876.16    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3383559.25   | 0.01%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                                                               | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $880810.63    | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105900000 | PA      | $92993437.50  | 0.28%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                            | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $938826.46    | 0.00%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |   2000000 | PA      | $1929303.86   | 0.01%             | 2026-10-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $584370.84    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485896.30    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1629354.26   | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    920000 | PA      | $889583.04    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223209 | PA      | $223830.10    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                               | Levi Strauss & Co.                                                                                                            | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    505000 | PA      | $442484.59    | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    805000 | PA      | $794492.18    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $506151.37    | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1206966.73   | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $517819.28    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    600000 | PA      | $598005.97    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    484000 | PA      | $424165.46    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2L2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296087.53    | 0.00%             | 2026-04-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    635000 | PA      | $602817.12    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    355000 | PA      | $313714.66    | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    825000 | PA      | $838518.39    | 0.00%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141089.43    | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC                                                                                                      | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1152403.65   | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579697.95    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $668828.63    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    813000 | PA      | $790103.23    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2021F3                                                                                        | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    565000 | PA      | $367464.15    | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344367.70    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    375000 | PA      | $307776.23    | 0.00%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    320000 | PA      | $297266.33    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    695000 | PA      | $700514.87    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1975000 | PA      | $1940742.73   | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    289000 | PA      | $278315.48    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482894.64    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39335000 | PA      | $36215857.42  | 0.11%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2341982.03   | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $373021.00    | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1839581.75   | 0.01%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    795000 | PA      | $787138.74    | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    721000 | PA      | $705181.16    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    679891 | PA      | $602283.03    | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1579266.35   | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp. (The)                                          | Johns Hopkins Health System Corp. (The)                                                                                       | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    376000 | PA      | $293812.25    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    880000 | PA      | $907859.27    | 0.00%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $472789.81    | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1282838.32   | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2020A                                                                     | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    750000 | PA      | $711507.28    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1800000 | PA      | $1844450.10   | 0.01%             | 2034-07-02      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    660000 | PA      | $673057.95    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $535068.36    | 0.00%             | 2030-05-22      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                                               | Stewart Information Services Corp.                                                                                            | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    505000 | PA      | $452110.17    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: N/A<br>LEI: 6RPK2YDJN6L35AS0M510       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $381218.82    | 0.00%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    890000 | PA      | $888201.85    | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1157101.46   | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    890000 | PA      | $906185.07    | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series C                                                                                                    | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    373000 | PA      | $337530.60    | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    482000 | PA      | $474151.60    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    465000 | PA      | $474875.81    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $597445.63    | 0.00%             | 2027-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1715000 | PA      | $1585337.12   | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                        | Provincia de Buenos Aires                                                                                                     | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |   5598355 | PA      | $3756742.81   | 0.01%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    251000 | PA      | $245803.59    | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    925000 | PA      | $928282.41    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    564000 | PA      | $558637.08    | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | Five Corners Funding Trust IV                                                                                                 | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $722849.86    | 0.00%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1595297.84   | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $595817.18    | 0.00%             | 2028-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7284369 | PA      | $7018828.45   | 0.02%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10031250.00  | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $921753.13    | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $859277.60    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5689747 | PA      | $5689937.75   | 0.02%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DIRECTV Financing LLC                                                                                                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2066276.88   | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $581367.70    | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co., Series L                                                                                          | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    404000 | PA      | $296497.39    | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    817000 | PA      | $699063.30    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    395000 | PA      | $378955.51    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $264816.15    | 0.00%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1184380.71   | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2200000 | PA      | $2186954.22   | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $388053.21    | 0.00%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5077 | PA      | $5177.20      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1346975.93   | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81200000 | PA      | $81447406.25  | 0.25%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    255000 | PA      | $234610.08    | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                                   | HDFC Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $403729.85    | 0.00%             | 2027-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    830000 | PA      | $840742.90    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1301587.12   | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $388002.37    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2177000 | PA      | $2133549.24   | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $184916.82    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    737000 | PA      | $721854.84    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vanke Real Estate Hong Kong Co. Ltd.                                             | Vanke Real Estate Hong Kong Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 25490078APAXS5NZGF08       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $765823.89    | 0.00%             | 2027-11-09      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    510000 | PA      | $444615.28    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $18190703.13  | 0.05%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   1030000 | PA      | $635152.71    | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1624029.37   | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                                            | BellRing Brands, Inc.                                                                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    810000 | PA      | $840034.84    | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    437000 | PA      | $388139.66    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729497.20    | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    754000 | PA      | $689191.10    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1150000 | PA      | $939284.43    | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    695000 | PA      | $704770.80    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp.                                                        | Precision Castparts Corp.                                                                                                     | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    580000 | PA      | $491660.02    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1200000 | PA      | $1195699.18   | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Power Co.                                                               | Kentucky Power Co.                                                                                                            | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    435000 | PA      | $465219.03    | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $1952716.88   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1358700.03   | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104463 | PA      | $95742.85     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1217053.58   | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $744788.78    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    890000 | PA      | $921009.39    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25724 | PA      | $25019.02     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    690000 | PA      | $663882.53    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CK Property Finance MTN Ltd.                                                     | CK Property Finance MTN Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900ESTS3Z50QX6978       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $384525.34    | 0.00%             | 2026-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33052 | PA      | $29436.99     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    985000 | PA      | $878337.39    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3257342 | PA      | $3323093.26   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                    | CQP Holdco LP                                                                                                                 | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1321551.02   | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176742 | PA      | $167543.44    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1076604.93   | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2336301.35   | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    405000 | PA      | $378594.34    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    970000 | PA      | $962501.86    | 0.00%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $982434.28    | 0.00%             | 2027-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2571947.24   | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $725137.74    | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $374086.65    | 0.00%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1495000 | PA      | $1536523.39   | 0.00%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    433000 | PA      | $337858.23    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $226257.44    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1126973.04   | 0.00%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $353614.75    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    176000 | PA      | $126204.24    | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    270000 | PA      | $223008.98    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   4140000 | PA      | $4237702.36   | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    930000 | PA      | $890258.06    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423581.48    | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    910000 | PA      | $924644.84    | 0.00%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204658.78    | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777625 | PA      | $807086.42    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    520000 | PA      | $523314.80    | 0.00%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KD0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1440000 | PA      | $1392765.39   | 0.00%             | 2026-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388394.34    | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  60525000 | PA      | $60492607.63  | 0.18%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1130000 | PA      | $920889.21    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    745000 | PA      | $744706.54    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386516.40    | 0.00%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1175977.92   | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | Emory University, Series 2020                                                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35645.51     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXA28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11877485 | PA      | $11471071.52  | 0.03%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1283933.54   | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University, Series 2020                                                                                          | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    253000 | PA      | $154327.97    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    395000 | PA      | $372083.43    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1813940.11   | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $392874.07    | 0.00%             | 2035-03-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1070000 | PA      | $1088444.38   | 0.00%             | 2034-02-22      | Variable      | 5.44%                 | No            |                  2 | On Loan: —       |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    530000 | PA      | $510977.10    | 0.00%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $644935.87    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3000000 | PA      | $2801375.26   | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $399570.94    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                 | OGE Energy Corp.                                                                                                              | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $442989.85    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12742023 | PA      | $12564275.98  | 0.04%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $504288.43    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1048811.10   | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    590000 | PA      | $615337.37    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | William Marsh Rice University                                                                                                 | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    295000 | PA      | $221467.74    | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1563641.39   | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  41760652 | PA      | $34869912.47  | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    710000 | PA      | $611009.05    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1278791.83   | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    655000 | PA      | $657037.52    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    760000 | PA      | $715831.17    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1261325.73   | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $663498.17    | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    595000 | PA      | $613545.54    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1221666.79   | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AQ5<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    755000 | PA      | $563815.28    | 0.00%             | 2048-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $857568.68    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    833000 | PA      | $829296.85    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1615000 | PA      | $1675894.63   | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUNW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7559848 | PA      | $7247270.37   | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    690000 | PA      | $684736.23    | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    690000 | PA      | $698830.82    | 0.00%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891CAK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    655000 | PA      | $636907.37    | 0.00%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    372000 | PA      | $236163.92    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    870000 | PA      | $927822.79    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    599000 | PA      | $599241.97    | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $385107.16    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272465.89    | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                           | Stifel Financial Corp.                                                                                                        | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    385000 | PA      | $367010.76    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37200000 | PA      | $18100125.00  | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1140000 | PA      | $1141336.20   | 0.00%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   2662000 | PA      | $2701674.52   | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    505000 | PA      | $494391.50    | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $989827.97    | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A/S                                                 | Zorlu Enerji Elektrik Uretim A/S                                                                                              | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $919937.74    | 0.00%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   3200000 | PA      | $3146003.63   | 0.01%             | 2028-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1200441.29   | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $986544.20    | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $1759568.94   | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1155000 | PA      | $1071912.34   | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    830000 | PA      | $899193.29    | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1200000 | PA      | $747304.26    | 0.00%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    725000 | PA      | $729515.49    | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                                                                | CUSIP: N/A<br>LEI: 984500D2C0CDC0BFDD35       | Long             | DBT              | CORP              | MX        |   1045000 | PA      | $997025.28    | 0.00%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1321918.23   | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    615000 | PA      | $407654.42    | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2081113 | PA      | $1895841.59   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    830000 | PA      | $846803.68    | 0.00%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    799000 | PA      | $555022.64    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    808000 | PA      | $505676.35    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1054982.66   | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258117.01    | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunny Optical Technology Group Co. Ltd.                                          | Sunny Optical Technology Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003004QIVP0DFVVWM94       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $406554.99    | 0.00%             | 2026-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900187.19    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |  11061000 | PA      | $7296147.50   | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1397415.83   | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    545000 | PA      | $469660.91    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    820000 | PA      | $832269.94    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    940000 | PA      | $961151.84    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1245559.24   | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1327352.11   | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                                  | Allen Media LLC                                                                                                               | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $168441.65    | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K514, Class A2                      | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1550000 | PA      | $1572705.21   | 0.00%             | 2028-12-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    337402 | PA      | $319626.22    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1125952.70   | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    480000 | PA      | $418692.53    | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    678730 | PA      | $607945.30    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    310000 | PA      | $330947.52    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    660000 | PA      | $669147.64    | 0.00%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322845.08    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $1867591.85   | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3720831 | PA      | $3783934.79   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276068 | PA      | $265624.83    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XL7G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1643987 | PA      | $1712873.43   | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $997012.43    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    775000 | PA      | $799898.70    | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1200000 | PA      | $1058764.56   | 0.00%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1085000 | PA      | $993645.55    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                                         | Sitio Royalties Operating Partnership LP                                                                                      | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641162.15    | 0.00%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1777145.75   | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3899000 | PA      | $3545001.71   | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1235624.15   | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    320000 | PA      | $199716.32    | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    390000 | PA      | $421306.75    | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2J7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    765000 | PA      | $645529.39    | 0.00%             | 2032-01-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    600000 | PA      | $627426.23    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1510000 | PA      | $1290121.03   | 0.00%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    580000 | PA      | $506924.28    | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $743567.19    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agrosuper SA                                                                     | Agrosuper SA                                                                                                                  | CUSIP: N/A<br>LEI: 5493006KNWOGYPTZZ371       | Long             | DBT              | CORP              | CL        |    450000 | PA      | $407377.60    | 0.00%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $487170.90    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193147 | PA      | $182527.01    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    679000 | PA      | $634411.69    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M3, Class A2                                      | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7485582 | PA      | $7171738.98   | 0.02%             | 2030-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $679346.02    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441283.74    | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    370000 | PA      | $388626.06    | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R Commercial Mortgage Trust, Series 2022-PF2, Class A5                                                                    | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511385.97    | 0.00%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    449000 | PA      | $379349.12    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAN6<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $688595.38    | 0.00%             | 2030-10-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    521000 | PA      | $416308.63    | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                             | Excelerate Energy LP                                                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461853.41    | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81310000 | PA      | $71629028.13  | 0.22%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                                                | Motion Bondco DAC                                                                                                             | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $425137.96    | 0.00%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    925000 | PA      | $897106.93    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477425.70    | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    675000 | PA      | $684396.77    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1004963.12   | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3700000 | PA      | $2855417.58   | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44399 | PA      | $40929.16     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $376119.71    | 0.00%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1297185.96   | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    975000 | PA      | $969016.40    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Great River Energy                                                               | Great River Energy                                                                                                            | CUSIP: 39121JAG5<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |    493359 | PA      | $537985.93    | 0.00%             | 2038-07-01      | Fixed         | 7.23%                 | No            |                  2 | On Loan: —       |
| Chile Electricity Lux Mpc II SARL                                                | Chile Electricity Lux Mpc II SARL                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |   1600000 | PA      | $1591681.47   | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $202083.97    | 0.00%             | 2028-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2010A                                                                      | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203290.74    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188670.90    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158286 | PA      | $144963.87    | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1058026.77   | 0.00%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series B                                                                                      | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    363000 | PA      | $353425.58    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1000000 | PA      | $884136.09    | 0.00%             | 2032-02-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K154, Class A2                      | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $972680.14    | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305461.25    | 0.00%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAB7<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    780000 | PA      | $749176.04    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE Capital Funding LLC                                                                                                        | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    880000 | PA      | $865917.52    | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $391049.74    | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    765000 | PA      | $654394.06    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88540000 | PA      | $85326966.41  | 0.26%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4378000 | PA      | $3797242.63   | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                                    | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263916.21    | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60037000 | PA      | $60796843.28  | 0.18%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                            | Range Resources Corp.                                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    495000 | PA      | $468038.90    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A4                                                                           | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217000 | PA      | $1260730.13   | 0.00%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Cibanco SA Ibm                                                                   | Cibanco SA Ibm                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $384168.21    | 0.00%             | 2029-07-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance NV                                                              | Syngenta Finance NV                                                                                                           | CUSIP: 87164KAC8<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $695699.45    | 0.00%             | 2028-04-24      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    530000 | PA      | $382420.22    | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    715000 | PA      | $754555.26    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606751.84    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                                           | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $826714.73    | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SK Battery America, Inc.                                                         | SK Battery America, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 54930012FBFVNU7RWO57       | Long             | DBT              | CORP              | US        |    600000 | PA      | $603286.63    | 0.00%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1317086.55   | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RRD Parent, Inc.                                                                 | RRD Parent, Inc.                                                                                                              | CUSIP: 16208CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412122 | PA      | $731198.47    | 0.00%             | 2031-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $490330.92    | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1790467.82   | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53624000 | PA      | $53217630.63  | 0.16%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    780000 | PA      | $787061.09    | 0.00%             | 2029-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    468000 | PA      | $441678.41    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAET2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3518 | PA      | $3389.84      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160898 | PA      | $154272.33    | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    860000 | PA      | $762851.41    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series D                                                                                               | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    464000 | PA      | $454088.06    | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1004988.63   | 0.00%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1246005.06   | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $974341.00    | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650824.29    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K070, Class A2  | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1652000 | PA      | $1623327.75   | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd.                                                                | Taseko Mines Ltd.                                                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    507000 | PA      | $511866.29    | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1012582.15   | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |    610000 | PA      | $588130.48    | 0.00%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                        | QVC, Inc.                                                                                                                     | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    300000 | PA      | $135924.26    | 0.00%             | 2043-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    590000 | PA      | $597397.48    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    793000 | PA      | $726256.53    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372836.27    | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    657000 | PA      | $644339.07    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    540000 | PA      | $545402.85    | 0.00%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1633057.16   | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    525000 | PA      | $511055.17    | 0.00%             | 2026-10-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750515.33    | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1070000 | PA      | $844176.08    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1115860.30   | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163424.47    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $521865.29    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   2390000 | PA      | $2390700.01   | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1867347.80   | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   2165000 | PA      | $2184857.88   | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2022A                                                                                   | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    805000 | PA      | $794893.53    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $381411.81    | 0.00%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    505000 | PA      | $462472.91    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $765296.06    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MBIA, Inc.                                                                       | MBIA, Inc.                                                                                                                    | CUSIP: 55262CAJ9<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260901.49    | 0.00%             | 2034-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2790968 | PA      | $2238794.36   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    545000 | PA      | $446524.17    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1261804.27   | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc.                                                                                                             | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467505.90    | 0.00%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Flowserve Corp.                                                                  | Flowserve Corp.                                                                                                               | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    505000 | PA      | $465631.16    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ste Transcore Holdings, Inc.                                                     | Ste Transcore Holdings, Inc.                                                                                                  | CUSIP: 85235DAA7<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591604.15    | 0.00%             | 2027-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FXI Holdings, Inc.                                                               | FXI Holdings, Inc.                                                                                                            | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    823000 | PA      | $726435.32    | 0.00%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6201693 | PA      | $6457984.78   | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K740, Class A2                      | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575000 | PA      | $542254.69    | 0.00%             | 2027-09-25      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    958000 | PA      | $875253.18    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC Finance 2015 USA LLC                                                                                                    | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1411267.23   | 0.00%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56945 | PA      | $53256.63     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290000 | PA      | $269496.59    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    490000 | PA      | $466820.74    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    185000 | PA      | $209620.31    | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2003877 | PA      | $1998822.40   | 0.01%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1155951.24   | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43343 | PA      | $42729.59     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional de Telecomunicaciones SA                                        | Empresa Nacional de Telecomunicaciones SA                                                                                     | CUSIP: N/A<br>LEI: 529900N4SUIP0URJT330       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $399958.76    | 0.00%             | 2026-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $196447.89    | 0.00%             | 2030-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    825000 | PA      | $755275.52    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                          | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310794.65    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                        | CUSIP: N/A<br>LEI: 254900FO1PHX49ZIGB14       | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $946397.13    | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    613000 | PA      | $538879.31    | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    565000 | PA      | $505016.13    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $3080402.63   | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    735000 | PA      | $686532.20    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525814.91    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-IG1, Class AS                                                                           | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $202899.60    | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    490000 | PA      | $494745.38    | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1354093.98   | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1055412.75   | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    694000 | PA      | $608993.44    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CSSC Capital 2015 Ltd.                                                           | CSSC Capital 2015 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300K934XNVEY4JJ41       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $560589.28    | 0.00%             | 2030-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    802000 | PA      | $776180.22    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579706.54    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Masdar Abu Dhabi Future Energy Co.                                               | Masdar Abu Dhabi Future Energy Co.                                                                                            | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $604763.64    | 0.00%             | 2029-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4029803.74   | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. XII LLC                                                    | KKR Group Finance Co. XII LLC                                                                                                 | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    751000 | PA      | $738376.70    | 0.00%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1070746.13   | 0.00%             | 2027-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5172068 | PA      | $5288613.78   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                            | Progress Energy, Inc.                                                                                                         | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509723.60    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2878000 | PA      | $2601858.57   | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    413000 | PA      | $448060.25    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $908620.83    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   1124114 | PA      | $686512.68    | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243847.89    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    564000 | PA      | $550318.03    | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413426.91    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    860000 | PA      | $731402.26    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432236 | PA      | $364038.17    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62410000 | PA      | $60264656.25  | 0.18%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1011196.38   | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $1335480.64   | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2414980.45   | 0.01%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    635000 | PA      | $603766.47    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    540000 | PA      | $514145.30    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    475000 | PA      | $481183.36    | 0.00%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    455000 | PA      | $462318.26    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON International Finance BV                                                                                                 | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $735320.68    | 0.00%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $539764.29    | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    480000 | PA      | $387070.74    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    640000 | PA      | $588719.53    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166749 | PA      | $157586.47    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    800000 | PA      | $770632.24    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1577096.30   | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1257227.11   | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1162538.54   | 0.00%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBU2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    710000 | PA      | $709594.17    | 0.00%             | 2029-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1247339.37   | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    620000 | PA      | $568016.59    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11091583 | PA      | $8820467.98   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                            | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $900656.96    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1439615.26   | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102064 | PA      | $99850.97     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                                                      | Brookfield Finance I UK plc                                                                                                   | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    600000 | PA      | $499550.71    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494143.03    | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | US        |    155000 | PA      | $155679.20    | 0.00%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                                     | Phinia, Inc.                                                                                                                  | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436656.25    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1258721.74   | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | AdventHealth Obligated Group, Series E                                                                                        | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $74002.57     | 0.00%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                            | Bank Negara Indonesia Persero Tbk. PT                                                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $601094.61    | 0.00%             | 2029-04-05      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp.                                             | Viking Baked Goods Acquisition Corp.                                                                                          | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    955000 | PA      | $907263.15    | 0.00%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    725000 | PA      | $588151.02    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                         | Altice France Holding SA                                                                                                      | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1489000 | PA      | $454479.27    | 0.00%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1540000 | PA      | $1486880.07   | 0.00%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $990864.72    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $870830.24    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1091008.50   | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $730443.40    | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $435009.57    | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                          | Mitsui Fudosan Co. Ltd.                                                                                                       | CUSIP: 60683MAC3<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $293458.19    | 0.00%             | 2029-01-24      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1095516.13   | 0.00%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    717000 | PA      | $768659.50    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1104587.77   | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $396323.98    | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    590000 | PA      | $434120.96    | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    435000 | PA      | $432386.51    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1836959.52   | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $929156.46    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    645000 | PA      | $670356.61    | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1715281.38   | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $868291.70    | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1199718.75   | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |   1400000 | PA      | $1258847.34   | 0.00%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $397260.78    | 0.00%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    600000 | PA      | $585960.37    | 0.00%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| NRW Bank                                                                         | NRW Bank                                                                                                                      | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | NUSS              | DE        |     24000 | PA      | $24339.98     | 0.00%             | 2027-03-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    595000 | PA      | $610659.57    | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1799693 | PA      | $1577173.83   | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1367700.93   | 0.00%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1560847.34   | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1015593.65   | 0.00%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $914535.96    | 0.00%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    725000 | PA      | $753567.11    | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767750.18    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    982000 | PA      | $867594.19    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Viridien                                                                         | Viridien                                                                                                                      | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $202844.18    | 0.00%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                                                                     | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $400728.41    | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $408025.63    | 0.00%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9447285 | PA      | $8052389.17   | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    525000 | PA      | $471307.53    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1086614.50   | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    510000 | PA      | $537730.07    | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67691000 | PA      | $70097203.52  | 0.21%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1064167.99   | 0.00%             | 2028-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1806533 | PA      | $1826790.25   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    710000 | PA      | $713858.77    | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $588195.52    | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2000000 | PA      | $1880545.74   | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2220405.71   | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Carriage Purchaser, Inc.                                                         | Carriage Purchaser, Inc.                                                                                                      | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $267590.89    | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1501769.30   | 0.00%             | 2047-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75828 | PA      | $69852.06     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    660000 | PA      | $585347.42    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1505000 | PA      | $1421304.07   | 0.00%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5950000 | PA      | $4789750.00   | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | San Joaquin Hills Transportation Corridor Agency, Series 2021B                                                                | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $185207.73    | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $249004.59    | 0.00%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1891485.78   | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184765 | PA      | $170492.10    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145991 | PA      | $139920.50    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38255925 | PA      | $30423363.19  | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1123000 | PA      | $1102033.78   | 0.00%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156171000 | PA      | $155024119.22 | 0.47%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co.                                                    | Mutual of Omaha Insurance Co.                                                                                                 | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361000.39    | 0.00%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    271000 | PA      | $266916.56    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $774928.03    | 0.00%             | 2033-01-21      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $708142.31    | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    606000 | PA      | $547382.51    | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294302.05    | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1285000 | PA      | $1284004.52   | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    445000 | PA      | $319612.13    | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965955.80    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A5                                                              | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $470275.84    | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                       | Wolverine World Wide, Inc.                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    545000 | PA      | $453964.41    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Strathcona Resources Ltd.                                                        | Strathcona Resources Ltd.                                                                                                     | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $482015.03    | 0.00%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645126.84    | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    725000 | PA      | $570368.26    | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    942000 | PA      | $914183.89    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1314183.51   | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $2027600.25   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $722517.21    | 0.00%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141360.24    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                                               | Wynn Las Vegas LLC                                                                                                            | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $886274.89    | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series K2                                                                            | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    188000 | PA      | $210408.13    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176726.16    | 0.00%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5031833 | PA      | $4221814.02   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                   | Raising Cane's Restaurants LLC                                                                                                | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    485000 | PA      | $514867.49    | 0.00%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46529 | PA      | $46471.66     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1110110.35   | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    743000 | PA      | $461312.52    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $389652.81    | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    590000 | PA      | $632440.73    | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248512.33    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461199.24    | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hong Kong Mortgage Corp. Ltd. (The)                                              | Hong Kong Mortgage Corp. Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900W04TBDJ4UBOS04       | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $400763.06    | 0.00%             | 2027-10-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188562.12    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                                                                  | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1089000 | PA      | $899753.15    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603089.83    | 0.00%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0TZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605345 | PA      | $618313.52    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4557000 | PA      | $3888031.06   | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W6H8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    585000 | PA      | $598614.70    | 0.00%             | 2028-06-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    536000 | PA      | $575274.01    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                    | KKR Group Finance Co. III LLC                                                                                                 | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $967933.51    | 0.00%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Saavi Energia SARL                                                               | Saavi Energia SARL                                                                                                            | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1003779.80   | 0.00%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    295000 | PA      | $241104.42    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31410 | PA      | $28892.96     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    763000 | PA      | $734578.42    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34600000 | PA      | $31864437.50  | 0.10%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273840 | PA      | $1144149.98   | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brinker International, Inc.                                                      | Brinker International, Inc.                                                                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368010.23    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1983511.04   | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                               | Sally Holdings LLC                                                                                                            | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    605000 | PA      | $610138.02    | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446991 | PA      | $436460.65    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $864525.48    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class A4                                                                 | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $928915.49    | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1331206 | PA      | $1375825.75   | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    557000 | PA      | $454458.18    | 0.00%             | 2048-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                         | Full House Resorts, Inc.                                                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    465000 | PA      | $436370.63    | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $785902.12    | 0.00%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2640000 | PA      | $2669998.76   | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2009B                                                                                       | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51516.62     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubb Corp. (The)                                                                | Chubb Corp. (The)                                                                                                             | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $677181.82    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $492553.79    | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1106039.62   | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15387 | PA      | $14981.30     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1034721.07   | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    889000 | PA      | $699851.02    | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2900000 | PA      | $2892916.62   | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1112870.30   | 0.00%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    680000 | PA      | $737093.14    | 0.00%             | 2029-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    766000 | PA      | $674492.54    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    885000 | PA      | $870050.41    | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |   1700000 | PA      | $1547729.55   | 0.00%             | 2031-01-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance SARL                                                           | Rede D'or Finance SARL                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    900000 | PA      | $837228.17    | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1354000 | PA      | $798836.42    | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $578334.00    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1355090.39   | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                | Molex Electronic Technologies LLC                                                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252032.32    | 0.00%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Isdb Trust Services NO 2 SARL                                                    | Isdb Trust Services NO 2 SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |   1500000 | PA      | $1528632.25   | 0.00%             | 2028-03-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1759471.85   | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $193678.76    | 0.00%             | 2027-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374131.38    | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Braskem America Finance Co.                                                      | Braskem America Finance Co.                                                                                                   | CUSIP: N/A<br>LEI: 254900QMQAJ26H49CL75       | Long             | DBT              | CORP              | US        |    600000 | PA      | $465250.27    | 0.00%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1922668 | PA      | $1758825.58   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    328000 | PA      | $280548.15    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    530000 | PA      | $550553.20    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    685000 | PA      | $684124.75    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    732000 | PA      | $729260.17    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    690000 | PA      | $606284.58    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $610921.68    | 0.00%             | 2026-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nemak SAB de CV                                                                  | Nemak SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000MY3DAIB0BP706       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $477849.20    | 0.00%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1025444.69   | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                                  | TransAlta Corp.                                                                                                               | CUSIP: 89346DAH0<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $409572.30    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    820000 | PA      | $794936.66    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    636095 | PA      | $572831.96    | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1032995.18   | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                                           | Vermilion Energy, Inc.                                                                                                        | CUSIP: 923725AE5<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $341963.93    | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1424812 | PA      | $1405312.33   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                                        | Legal & General Group plc                                                                                                     | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198594.74    | 0.00%             | 2047-03-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1372807.41   | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    680000 | PA      | $625256.58    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                                                             | Evergreen Acqco 1 LP                                                                                                          | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $363912.54    | 0.00%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461000 | PA      | $366996.76    | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    630000 | PA      | $511344.73    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619825.04    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48328 | PA      | $45786.08     | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    470000 | PA      | $451421.43    | 0.00%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $355069.18    | 0.00%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    709000 | PA      | $710181.23    | 0.00%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    668000 | PA      | $620092.82    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2375555 | PA      | $2393476.57   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33648 | PA      | $30815.93     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204451.44    | 0.00%             | 2027-05-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAD9<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    317000 | PA      | $272455.92    | 0.00%             | 2030-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296168.91    | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    525000 | PA      | $495719.72    | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    630000 | PA      | $608185.31    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1990160.11   | 0.01%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                          | OQ SAOC                                                                                                                       | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | CORP              | OM        |    800000 | PA      | $784226.65    | 0.00%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                                | Star Energy Geothermal Darajat II                                                                                             | CUSIP: N/A<br>LEI: 254900A5FGTHUYFJ7K08       | Long             | DBT              | CORP              | BM        |    800000 | PA      | $742380.37    | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    155000 | PA      | $122679.84    | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $564301.07    | 0.00%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                                        | ZoomInfo Technologies LLC                                                                                                     | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |    670000 | PA      | $615613.98    | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newmark Group, Inc.                                                              | Newmark Group, Inc.                                                                                                           | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $507415.87    | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2233000 | PA      | $2058775.89   | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1200752.46   | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    563000 | PA      | $517827.50    | 0.00%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    740000 | PA      | $678413.69    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    620000 | PA      | $569476.82    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                                    | Air Canada Pass-Through Trust, Series 2015-1, Class A                                                                         | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    303120 | PA      | $294192.27    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    708000 | PA      | $661341.31    | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    647000 | PA      | $425953.08    | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508887 | PA      | $493989.48    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hongkong Electric Finance Ltd.                                                   | Hongkong Electric Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900ZFMQ2KI2067818       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $360059.08    | 0.00%             | 2030-06-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRCS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5960188 | PA      | $5963065.31   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    335000 | PA      | $316153.84    | 0.00%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    615000 | PA      | $370883.79    | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    507000 | PA      | $495812.16    | 0.00%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1670832.58   | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    448000 | PA      | $300842.42    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198455.80    | 0.00%             | 2027-04-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPLD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8414606 | PA      | $7392452.27   | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board, Series 2016B                       | CUSIP: 592041WJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $248995.23    | 0.00%             | 2026-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    786000 | PA      | $811414.31    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                             | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $307104.98    | 0.00%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $477141.30    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206575.44    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1710000 | PA      | $1736488.70   | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55673.91     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1247866.96   | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    639000 | PA      | $613395.37    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBH9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297924.24    | 0.00%             | 2035-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1270543.26   | 0.00%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353212.41    | 0.00%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290316.63    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5204831 | PA      | $4243262.37   | 0.01%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    378000 | PA      | $396266.15    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   2007000 | PA      | $2457079.63   | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAV6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    850000 | PA      | $513463.53    | 0.00%             | 2051-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144122 | PA      | $137228.44    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                                                        | FNB Corp.                                                                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49875.61     | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332921.50    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1085995.32   | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    268000 | PA      | $229980.32    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1029035.21   | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAS5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1030000 | PA      | $904779.89    | 0.00%             | 2031-06-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    830000 | PA      | $704749.11    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1380000 | PA      | $1394903.41   | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Zhejiang Energy International Ltd.                                               | Zhejiang Energy International Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003001GY0MK7Y7R9393       | Long             | DBT              | CORP              | HK        |    650000 | PA      | $628318.86    | 0.00%             | 2026-07-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2889000 | PA      | $2652213.31   | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    565000 | PA      | $543507.29    | 0.00%             | 2026-10-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Kennametal, Inc.                                                                 | Kennametal, Inc.                                                                                                              | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199666.26    | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance SARL                                                           | Rede D'or Finance SARL                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $392716.92    | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1100000 | PA      | $1024360.71   | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                         | Precision Drilling Corp.                                                                                                      | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    396000 | PA      | $370857.32    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    805000 | PA      | $834452.45    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1240000 | PA      | $1283592.43   | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1200848.58   | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    630000 | PA      | $631076.72    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2230896.54   | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428762.51    | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $169112.07    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152610 | PA      | $140116.01    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67184800 | PA      | $68670213.94  | 0.21%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   3200000 | PA      | $3163514.54   | 0.01%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    572000 | PA      | $424704.19    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2699453.86   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    615000 | PA      | $597642.83    | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                            | AssuredPartners, Inc.                                                                                                         | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    505000 | PA      | $537234.87    | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $724828.38    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 83051GAT5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    280000 | PA      | $269252.81    | 0.00%             | 2026-09-09      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| EDP Finance BV                                                                   | EDP Finance BV                                                                                                                | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $742783.06    | 0.00%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1276660.09   | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1210440.01   | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    804492 | PA      | $771561.09    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178819.95    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $407101.10    | 0.00%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1060000 | PA      | $1077118.09   | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    730000 | PA      | $686809.37    | 0.00%             | 2026-04-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Co. Ltd.                                                     | PTT Treasury Center Co. Ltd.                                                                                                  | CUSIP: 74446WAC0<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    800000 | PA      | $518955.06    | 0.00%             | 2070-07-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17164 | PA      | $17377.02     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    521000 | PA      | $506219.30    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    772000 | PA      | $670250.44    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272528.66    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C8, Class A4                                                                       | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $857340.81    | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $379538.50    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                         | Patrick Industries, Inc.                                                                                                      | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    480000 | PA      | $466713.32    | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | Province of New Brunswick                                                                                                     | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    940000 | PA      | $932731.53    | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBM0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    505000 | PA      | $463305.89    | 0.00%             | 2030-02-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    600000 | PA      | $565359.41    | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    650000 | PA      | $712345.23    | 0.00%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                         | Altice France Holding SA                                                                                                      | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1110000 | PA      | $342464.93    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1048591.84   | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1090570.67   | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    537000 | PA      | $528982.61    | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584309.51    | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $867925.96    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $406307.30    | 0.00%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272976.30    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $891366.88    | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1265036.98   | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57681000 | PA      | $37014979.22  | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   1215000 | PA      | $1143380.69   | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    468000 | PA      | $484969.87    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    704186 | PA      | $665268.27    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312945LK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36857 | PA      | $36668.96     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    740000 | PA      | $750791.84    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co.                                                                | Alabama Power Co., Series A                                                                                                   | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    578000 | PA      | $474966.53    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1021405.86   | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1705040.27   | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34721177 | PA      | $35148545.22  | 0.11%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2645789 | PA      | $2347767.16   | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1715948.14   | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    690000 | PA      | $700794.53    | 0.00%             | 2027-03-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WESA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86779 | PA      | $82682.75     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $593287.88    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $944712.08    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $948944.73    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1182034.72   | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3371023 | PA      | $3064193.67   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $813790.59    | 0.00%             | 2029-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    654000 | PA      | $520074.29    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BC4<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150009.30    | 0.00%             | 2029-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dianjian Haiyu Ltd.                                                              | Dianjian Haiyu Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198056.16    | 0.00%             | 2027-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1252000.12   | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    938000 | PA      | $657588.31    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381025 | PA      | $359620.87    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2474395 | PA      | $2555425.50   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8297852 | PA      | $6257163.26   | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2018-1, Class AA                                                                   | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729270 | PA      | $682626.92    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    772000 | PA      | $757268.23    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                                                                | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    425000 | PA      | $451908.72    | 0.00%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Amcor Group Finance plc                                                          | Amcor Group Finance plc                                                                                                       | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $61196.80     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2850257 | PA      | $2590933.01   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |   1400000 | PA      | $1353134.53   | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                                   | Hanwha Life Insurance Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $775494.44    | 0.00%             | 2032-02-04      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    917000 | PA      | $896153.02    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    545000 | PA      | $551504.24    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1393291 | PA      | $1281686.13   | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1083327.09   | 0.00%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    959000 | PA      | $1092355.55   | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1229697.41   | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1695897.32   | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2390317.18   | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427379.87    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $745359.16    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46943000 | PA      | $47009013.59  | 0.14%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    410000 | PA      | $377948.52    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1258408.37   | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457685.94    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                          | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |    467024 | PA      | $365036.97    | 0.00%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1327584.73   | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    880000 | PA      | $908875.97    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894314.05    | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1400000 | PA      | $1366324.90   | 0.00%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1303956.08   | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    465000 | PA      | $380516.64    | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                      | Apollo Commercial Real Estate Finance, Inc.                                                                                   | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $466159.41    | 0.00%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2650000 | PA      | $2686669.75   | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26180000 | PA      | $22187550.00  | 0.07%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                                 | Dua Capital Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $542905.11    | 0.00%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1329600.91   | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co., Series A                                                                                           | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $988226.83    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class A5                                                         | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $969407.57    | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    480000 | PA      | $490488.62    | 0.00%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1201433.64   | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Sarana Multi Infrastruktur Perusahaan Perseroan Persero PT                       | Sarana Multi Infrastruktur Perusahaan Perseroan Persero PT                                                                    | CUSIP: N/A<br>LEI: 2549005VY8H69J0NP032       | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $384865.87    | 0.00%             | 2026-05-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Italy Government Bond                                                                                                         | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2217000 | PA      | $1601418.06   | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    940000 | PA      | $957689.30    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   2984698 | PA      | $1560818.54   | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                                                                   | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    365000 | PA      | $293432.47    | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69700000 | PA      | $40687375.00  | 0.12%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393080 | PA      | $381539.00    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    955000 | PA      | $908511.25    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6970456 | PA      | $6617755.42   | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                       | AGCO Corp.                                                                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630546.67    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2674346.84   | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    884000 | PA      | $812667.60    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    408000 | PA      | $356213.48    | 0.00%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: —       |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1331000 | PA      | $1281983.60   | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $494462.83    | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1017516.34   | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding plc                                                  | Oriflame Investment Holding plc                                                                                               | CUSIP: 68621CAA7<br>LEI: 549300LGP4VBCHWQTD80 | Long             | DBT              | CORP              | JE        |    395000 | PA      | $82849.65     | 0.00%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124664000 | PA      | $119073598.75 | 0.36%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $840430.05    | 0.00%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    213000 | PA      | $214269.75    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2390000 | PA      | $2238427.74   | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                         | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1183498.88   | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     55000 | PA      | $55644.27     | 0.00%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26909278 | PA      | $25156038.15  | 0.08%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5432826 | PA      | $5562731.28   | 0.02%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    475000 | PA      | $296086.09    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    720000 | PA      | $701593.10    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    378000 | PA      | $348691.18    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1400000 | PA      | $1421115.68   | 0.00%             | 2028-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    760000 | PA      | $694353.96    | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc.                                                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $502355.98    | 0.00%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    675000 | PA      | $777281.51    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    705000 | PA      | $703231.33    | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                                              | LSEGA Financing plc                                                                                                           | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1265000 | PA      | $1231352.02   | 0.00%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423308.74    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boubyan Sukuk Ltd.                                                               | Boubyan Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300T2HAD9JJ1YV324       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $391387.72    | 0.00%             | 2027-03-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1034752.90   | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1054696.70   | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1810177 | PA      | $1615149.65   | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1730000 | PA      | $1691867.67   | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series A-2                                                                                                  | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136135.12    | 0.00%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    583000 | PA      | $538270.74    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1320000 | PA      | $1151207.38   | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    557000 | PA      | $527378.30    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    936000 | PA      | $866881.89    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    405000 | PA      | $395817.75    | 0.00%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2000000 | PA      | $1288190.92   | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SIB Sukuk Co. III Ltd.                                                           | SIB Sukuk Co. III Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300VEBV0EQP2FCP08       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $609729.39    | 0.00%             | 2029-07-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series UU                                                                                        | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $356065.12    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $406433.84    | 0.00%             | 2027-02-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                                       | Block Communications, Inc.                                                                                                    | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    320000 | PA      | $299536.44    | 0.00%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131L2B0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    390000 | PA      | $357390.95    | 0.00%             | 2044-03-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    395000 | PA      | $350417.32    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1212918.73   | 0.00%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17197895 | PA      | $16869912.97  | 0.05%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2947578.13   | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                                                                   | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    435000 | PA      | $488549.41    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    950000 | PA      | $890804.77    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GWFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10336 | PA      | $9489.38      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457269.29    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2559166 | PA      | $2460309.23   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    520000 | PA      | $524387.47    | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WG6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6790 | PA      | $6245.82      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    782000 | PA      | $726836.76    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1311077.88   | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2250000 | PA      | $2238994.54   | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1250000 | PA      | $1273530.53   | 0.00%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1000000 | PA      | $981538.65    | 0.00%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    330000 | PA      | $263900.34    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419522.59    | 0.00%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | University of Minnesota, Series 2022                                                                                          | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    268000 | PA      | $215604.79    | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University, Series 2017                                                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    369000 | PA      | $266801.27    | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1769708.76   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325009.32    | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    965000 | PA      | $1044823.61   | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL                                                                 | JBS USA LUX SARL                                                                                                              | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $426222.13    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   1975000 | PA      | $2004169.51   | 0.01%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    855000 | PA      | $851521.64    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    819000 | PA      | $768482.95    | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9117941 | PA      | $7909236.11   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAC1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137882.00    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2855000 | PA      | $2673452.59   | 0.01%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                            | Bioceanico Sovereign Certificate Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    586715 | PA      | $455989.68    | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $273412.57    | 0.00%             | 2069-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $543310.62    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2713135.60   | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429253.36    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42719 | PA      | $41472.85     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1432611.06   | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series FIX                                                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3758427.11   | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    465000 | PA      | $464416.20    | 0.00%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15270000 | PA      | $14833373.44  | 0.04%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8366049 | PA      | $7834767.09   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1716072.72   | 0.01%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $497706.47    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                             | DBJPM Mortgage Trust, Series 2017-C6, Class AM                                                                                | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1905712.95   | 0.01%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407518.90    | 0.00%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    943000 | PA      | $932801.60    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    694000 | PA      | $595653.01    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    865000 | PA      | $865871.37    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings, Inc.                                                     | Transatlantic Holdings, Inc.                                                                                                  | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    425000 | PA      | $510338.07    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1345863.19   | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    380000 | PA      | $407526.04    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    660000 | PA      | $632640.03    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   2815000 | PA      | $2880749.84   | 0.01%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1430000 | PA      | $1525447.55   | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1074846.44   | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                     | AltaGas Ltd.                                                                                                                  | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $867592.22    | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    690000 | PA      | $605969.20    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    760000 | PA      | $633156.65    | 0.00%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90448 | PA      | $88166.53     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1024929.74   | 0.00%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    533000 | PA      | $443830.19    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP                                                                                                  | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    830000 | PA      | $791799.95    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $293884.91    | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | Morgan Stanley Direct Lending Fund                                                                                            | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310674.49    | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT International Financial Services BV                                                                                        | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $342167.72    | 0.00%             | 2031-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    735000 | PA      | $742664.22    | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93445.77     | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAJ8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    830000 | PA      | $828264.98    | 0.00%             | 2029-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    545000 | PA      | $536883.68    | 0.00%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| HTA Group Ltd.                                                                   | HTA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800WEFU8O8X6EPU13       | Long             | DBT              | CORP              | MU        |    800000 | PA      | $804768.06    | 0.00%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $836276.12    | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    823000 | PA      | $826872.84    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |   1400000 | PA      | $1482457.20   | 0.00%             | 2031-11-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1473255.70   | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    425000 | PA      | $404010.29    | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1321101.63   | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211281.30    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $390972.08    | 0.00%             | 2028-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $860545.90    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                               | NLG Global Funding                                                                                                            | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81865.34     | 0.00%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $197888.04    | 0.00%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital                                                         | Farmers Exchange Capital                                                                                                      | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $590965.57    | 0.00%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378295.19    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCQ1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1043872.00   | 0.00%             | 2027-01-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180249 | PA      | $162321.99    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1280000 | PA      | $1325887.00   | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203145.37    | 0.00%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135200.03    | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    930000 | PA      | $901080.32    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    790000 | PA      | $594620.11    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    493000 | PA      | $441064.75    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2997791.52   | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    822000 | PA      | $742384.67    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1202594.55   | 0.00%             | 2034-02-13      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    977000 | PA      | $1062255.61   | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1111000 | PA      | $898629.58    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293805.62    | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3966447 | PA      | $3486196.24   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    995000 | PA      | $1017404.29   | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-150, Class A2 | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $10504915.74  | 0.03%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Intercorp Peru Ltd.                                                              | Intercorp Peru Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300L0OFVSOE4NSY75       | Long             | DBT              | CORP              | BS        |    200000 | PA      | $186549.89    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2186453.12   | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    370000 | PA      | $338766.28    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Conopco, Inc.                                                                    | Conopco, Inc., Series E                                                                                                       | CUSIP: 126149AD5<br>LEI: 549300DWD4D3B5EZJC04 | Long             | DBT              | CORP              | US        |    715000 | PA      | $747612.87    | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1335000 | PA      | $1160599.57   | 0.00%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    938000 | PA      | $863739.73    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $346939.12    | 0.00%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2351397 | PA      | $2142214.34   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92387000 | PA      | $93917159.69  | 0.28%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22259000 | PA      | $21832699.86  | 0.07%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |   1190000 | PA      | $1076440.86   | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1621219.06   | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2303293.60   | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1018000 | PA      | $1014233.18   | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1615634.73   | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $754811.39    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242730 | PA      | $237103.09    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    870000 | PA      | $703770.43    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272799.18    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    780000 | PA      | $483675.62    | 0.00%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2024B, Sub-Series B1                                                                                 | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028105.77   | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    505000 | PA      | $532643.65    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $327757.54    | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    605000 | PA      | $612299.02    | 0.00%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1032700.44   | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAP4<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    700000 | PA      | $658819.69    | 0.00%             | 2029-07-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $733110.83    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    320000 | PA      | $294644.19    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $864655.63    | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1267149.06   | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AN1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    567000 | PA      | $431620.14    | 0.00%             | 2049-11-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2763274 | PA      | $2536184.58   | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164435.87    | 0.00%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $381488.49    | 0.00%             | 2029-09-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    675000 | PA      | $691081.37    | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $522093.84    | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    480000 | PA      | $514059.50    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $667957.29    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    440000 | PA      | $425092.21    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250464.75    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                                                                        | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    290000 | PA      | $237156.06    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group, Inc.                                                    | Pediatrix Medical Group, Inc.                                                                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $390555.88    | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1320000 | PA      | $1354273.16   | 0.00%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336504.81    | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    755000 | PA      | $520051.32    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2801667 | PA      | $2334505.03   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    958000 | PA      | $899379.32    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAC1<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |    620000 | PA      | $496665.06    | 0.00%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $436330.88    | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    840000 | PA      | $860665.87    | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                               | Herens Holdco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $304716.29    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                            | Bank Negara Indonesia Persero Tbk. PT                                                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $563705.63    | 0.00%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    515000 | PA      | $521471.75    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    680000 | PA      | $710836.42    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2589589.40   | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971BAK5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $409947.05    | 0.00%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179NVM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19949 | PA      | $18143.35     | 0.00%             | 2043-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K517, Class A2  | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6200000 | PA      | $6444284.20   | 0.02%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1030556.11   | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $914326.10    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    622000 | PA      | $608604.64    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71400000 | PA      | $66424312.50  | 0.20%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co., Series B                                                                                               | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    323000 | PA      | $207685.02    | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                          | Element Solutions, Inc.                                                                                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    820000 | PA      | $776335.55    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636729.55    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    680000 | PA      | $669414.34    | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $987334.35    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553059.52   | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    410000 | PA      | $370874.58    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                                   | Hindustan Petroleum Corp. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $591651.56    | 0.00%             | 2027-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |   1000000 | PA      | $973168.10    | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304432.84    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806464.36    | 0.00%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400776.10    | 0.00%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   2200000 | PA      | $2200511.44   | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    595000 | PA      | $597421.43    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alfa SAB de CV                                                                   | Alfa SAB de CV                                                                                                                | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $417463.98    | 0.00%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    950000 | PA      | $944808.10    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1273487.09   | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1068123.38   | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $818616.07    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1392788.88   | 0.00%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1628465.17   | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1195212.36   | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610176.40    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1997000 | PA      | $1877774.18   | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                          | C&W Senior Finance Ltd.                                                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $604185.22    | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    192000 | PA      | $210692.39    | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $510765.95    | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4748950 | PA      | $4783656.26   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                         | Patrick Industries, Inc.                                                                                                      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    345000 | PA      | $328534.74    | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1676361.78   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $986403.95    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $461325.95    | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $745513.88    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $800347.88    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1661766.73   | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    274000 | PA      | $236706.40    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    501000 | PA      | $480172.81    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XN6P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6115563 | PA      | $5307482.11   | 0.02%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4181186 | PA      | $4198503.98   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    715000 | PA      | $467296.78    | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FLNG Liquefaction 2 LLC                                                          | FLNG Liquefaction 2 LLC                                                                                                       | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |    484902 | PA      | $438385.31    | 0.00%             | 2038-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                                | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |    510000 | PA      | $498464.03    | 0.00%             | 2026-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    929000 | PA      | $917489.47    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79777.32     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1531344.83   | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    640000 | PA      | $525112.54    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    515000 | PA      | $506257.97    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    975000 | PA      | $993869.73    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    955000 | PA      | $953706.84    | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN21, Class A5                                                                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $925165.66    | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    379000 | PA      | $269183.51    | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $949634.74    | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1475000 | PA      | $1421409.88   | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    535000 | PA      | $426045.73    | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                                                           | CUSIP: 13063EHV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506792.22    | 0.00%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3560896.78   | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    780000 | PA      | $659696.94    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 II Ltd.                                            | CK Hutchison International 19 II Ltd.                                                                                         | CUSIP: 12563DAA3<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |   1005000 | PA      | $930071.77    | 0.00%             | 2029-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $867764.19    | 0.00%             | 2045-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345386.55    | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    640000 | PA      | $604529.30    | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    290000 | PA      | $298901.18    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201447.98    | 0.00%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $802920.22    | 0.00%             | 2028-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2064000 | PA      | $1899842.66   | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                                       | CommScope Technologies LLC                                                                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    770000 | PA      | $668865.94    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $340008.85    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1267996.42   | 0.00%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |   1000000 | PA      | $980908.51    | 0.00%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154126.00    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    920000 | PA      | $900949.38    | 0.00%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2578000 | PA      | $2426352.03   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2845000 | PA      | $2758116.40   | 0.01%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1482434.71   | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1157251.05   | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531974.57    | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Xerox Issuer Corp.                                                               | Xerox Issuer Corp.                                                                                                            | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428551.14    | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: —       |
| ReNew Wind Energy AP2                                                            | ReNew Wind Energy AP2                                                                                                         | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $553411.03    | 0.00%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    610000 | PA      | $671495.65    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5544807 | PA      | $5048706.06   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2016-1, Class AA                                                                   | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552893 | PA      | $522671.96    | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2146002 | PA      | $2219713.69   | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aberdeen Group plc                                                               | Aberdeen Group plc                                                                                                            | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $525584.42    | 0.00%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $380864.63    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    447000 | PA      | $443760.20    | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    395000 | PA      | $425406.18    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $811497.30    | 0.00%             | 2029-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2032528.74   | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Topaz Solar Farms LLC                                                            | Topaz Solar Farms LLC                                                                                                         | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514047 | PA      | $480482.83    | 0.00%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    692000 | PA      | $728647.64    | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Pension Plan Board                                             | Province of Ontario                                                                                                           | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1332718.52   | 0.00%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1460090.41   | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148032.33    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 Australia Pty. Ltd.                                           | CNOOC Finance 2015 Australia Pty. Ltd.                                                                                        | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    420000 | PA      | $370407.27    | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175033 | PA      | $173260.42    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4662003 | PA      | $4593750.34   | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1170000 | PA      | $1328868.72   | 0.00%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    736000 | PA      | $670019.00    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    655000 | PA      | $683573.26    | 0.00%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1735803.96   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1093007.66   | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    709000 | PA      | $739435.19    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                                                                   | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    360000 | PA      | $314670.43    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                               | TriNet Group, Inc.                                                                                                            | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417421.78    | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5371430 | PA      | $4314560.67   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                         | Panasonic Holdings Corp.                                                                                                      | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $532874.50    | 0.00%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings                                                                                                 | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $440025.22    | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $322322.49    | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33215074 | PA      | $27654834.39  | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409178.49    | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                                                      | University of Chicago (The), Series C                                                                                         | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    276000 | PA      | $176413.76    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $288851.12    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    680000 | PA      | $689758.57    | 0.00%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3596390.63   | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTKW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10551212 | PA      | $10788534.00  | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    665000 | PA      | $631207.76    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $635212.44    | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series RRR                                                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    551000 | PA      | $400267.49    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $517006.85    | 0.00%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    562000 | PA      | $592688.36    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   2640000 | PA      | $2783015.90   | 0.01%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  50490935 | PA      | $43042316.26  | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    730000 | PA      | $711910.19    | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49838.50     | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    615000 | PA      | $624472.63    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fred Hutchinson Cancer Center                                                    | Fred Hutchinson Cancer Center, Series 2022                                                                                    | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    284000 | PA      | $253364.38    | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    845000 | PA      | $870192.59    | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $658837.84    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GE7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3090000 | PA      | $3121825.28   | 0.01%             | 2026-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    740000 | PA      | $760013.26    | 0.00%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3405000 | PA      | $3387473.40   | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    604000 | PA      | $606483.83    | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1270202.52   | 0.00%             | 2031-04-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    758000 | PA      | $460684.29    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1264701.26   | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1127000 | PA      | $767691.63    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $959609.09    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $983854.03    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2275000 | PA      | $2342725.75   | 0.01%             | 2055-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $779563.03    | 0.00%             | 2026-04-22      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2067392 | PA      | $1979562.34   | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963589.05    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    480000 | PA      | $455762.59    | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    955000 | PA      | $970392.92    | 0.00%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada, Series FXD                                                                                              | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $609297.68    | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc.                                                                                              | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    643000 | PA      | $524445.18    | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2023                                                                                              | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2057747.65   | 0.01%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    900000 | PA      | $897454.81    | 0.00%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340458.60    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Warba Sukuk Ltd.                                                                 | Warba Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300BY1IZV1E6BKJ60       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610673.76    | 0.00%             | 2029-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PT Tower Bersama Infrastructure Tbk.                                             | PT Tower Bersama Infrastructure Tbk.                                                                                          | CUSIP: N/A<br>LEI: 213800ELUARKGNPAPY10       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $189577.51    | 0.00%             | 2027-05-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    724000 | PA      | $584702.10    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1290000 | PA      | $1346896.20   | 0.00%             | 2028-10-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $685812.96    | 0.00%             | 2051-06-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $397865.55    | 0.00%             | 2029-09-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77150.89     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charming Light Investments Ltd.                                                  | Charming Light Investments Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900BMY30PLHVJID29       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $791752.06    | 0.00%             | 2027-12-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461359.14    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    770000 | PA      | $670642.73    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    570000 | PA      | $493763.87    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ONGC Videsh Vankorneft Pte. Ltd.                                                 | ONGC Videsh Vankorneft Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $594009.98    | 0.00%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1729000 | PA      | $1743088.23   | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                                       | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    616000 | PA      | $614278.59    | 0.00%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $450471.73    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9168119 | PA      | $7315747.01   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    545000 | PA      | $563463.51    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                               | Braskem Idesa SAPI                                                                                                            | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $771612.40    | 0.00%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |   1200000 | PA      | $1171944.41   | 0.00%             | 2027-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2021C                                                                         | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $68066.46     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Isdb Trust Services NO 2 SARL                                                    | Isdb Trust Services NO 2 SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |   1700000 | PA      | $1754881.79   | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    833000 | PA      | $918626.23    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    920000 | PA      | $909837.31    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    615000 | PA      | $353145.28    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950621 | PA      | $845945.06    | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    985000 | PA      | $962824.14    | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1787604.41   | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $590673.16    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $831721.16    | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $376994.40    | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1697405.05   | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64375.79     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XS6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9771 | PA      | $9758.25      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3000000 | PA      | $1832187.47   | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   4250000 | PA      | $3758426.56   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79165000 | PA      | $80531833.20  | 0.24%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $505601.90    | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   2810000 | PA      | $2764249.22   | 0.01%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196576.04    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2000000 | PA      | $1739294.98   | 0.01%             | 2031-05-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2047246.57   | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBD5<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $716595.35    | 0.00%             | 2061-04-22      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1053700.74   | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Votorantim Cimentos International SA                                             | Votorantim Cimentos International SA                                                                                          | CUSIP: N/A<br>LEI: 635400TDXGDD6FQOI583       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $426675.15    | 0.00%             | 2041-04-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    725000 | PA      | $749648.55    | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    828075 | PA      | $763359.14    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                            | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $336792.95    | 0.00%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    365000 | PA      | $391311.11    | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                                                                     | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    825000 | PA      | $654042.88    | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| China Everbright Bank Co. Ltd.                                                   | China Everbright Bank Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300WVNR4RWTGIV379       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $599469.09    | 0.00%             | 2027-05-14      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496770.66    | 0.00%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $257385.16    | 0.00%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                                | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1364522.52   | 0.00%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    475000 | PA      | $387042.26    | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    711000 | PA      | $654760.17    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441609.45    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2060000 | PA      | $2018865.40   | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT International Financial Services BV                                                                                        | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $449460.50    | 0.00%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25992 | PA      | $25163.07     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $1737054.68   | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24438719 | PA      | $18430407.50  | 0.06%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    495000 | PA      | $460815.60    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314936.69    | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    810000 | PA      | $789726.87    | 0.00%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    595000 | PA      | $602122.93    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    875000 | PA      | $859639.88    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $470142.75    | 0.00%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    420000 | PA      | $470520.65    | 0.00%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    725000 | PA      | $708581.12    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    880000 | PA      | $892575.52    | 0.00%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                                          | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599638.23    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | California Earthquake Authority, Series 2022A                                                                                 | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202003.83    | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127216.89    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147953.97    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    570000 | PA      | $424953.83    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4698096 | PA      | $4264704.88   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $606501.44    | 0.00%             | 2027-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115135000 | PA      | $72049324.22  | 0.22%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $751201.76    | 0.00%             | 2030-04-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $405033.16    | 0.00%             | 2045-02-12      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $117915.00    | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $657912.76    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1000990.58   | 0.00%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $276983.91    | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    644000 | PA      | $633484.58    | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271092.24    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                                 | SK Invictus Intermediate II SARL                                                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    710000 | PA      | $666412.27    | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                               | Pacific National Finance Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    400000 | PA      | $389077.93    | 0.00%             | 2028-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | Catholic Health Services of Long Island Obligated Group, Series 2020                                                          | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $340823.03    | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    189000 | PA      | $198955.09    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801544.28    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    904000 | PA      | $622476.57    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    742000 | PA      | $739525.20    | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    490000 | PA      | $454021.71    | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                                | Knife River Corp.                                                                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $439618.72    | 0.00%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482014.82    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc.                                                                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    697000 | PA      | $646281.68    | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105793.28    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    465000 | PA      | $397017.96    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1143342.56   | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                               | Viper Energy, Inc.                                                                                                            | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433174.58    | 0.00%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                      | SierraCol Energy Andina LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    600000 | PA      | $552584.40    | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $172020.14    | 0.00%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    890000 | PA      | $904505.45    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440460.06    | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 13-A                                                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    485000 | PA      | $358624.77    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Armor Holdco, Inc.                                                               | Armor Holdco, Inc.                                                                                                            | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330397.66    | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2120176.92   | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    815000 | PA      | $799575.34    | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                                           | Calumet Specialty Products Partners LP                                                                                        | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $352543.90    | 0.00%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1543000 | PA      | $1348108.81   | 0.00%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    746000 | PA      | $669535.12    | 0.00%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $688366.30    | 0.00%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4245076 | PA      | $3367356.13   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368149.69    | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1455000 | PA      | $1471052.74   | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-1, Class AA                                                                 | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139983 | PA      | $134455.83    | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    740000 | PA      | $749413.61    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $387410.30    | 0.00%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    785000 | PA      | $799096.63    | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 229                                                                           | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    230000 | PA      | $164194.09    | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $704104.51    | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1286553.29   | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    455000 | PA      | $376359.81    | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 39                                                                                     | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    530000 | PA      | $430448.23    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1595000 | PA      | $1619277.37   | 0.00%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1580000 | PA      | $1538694.87   | 0.00%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2012674.00   | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    565000 | PA      | $447074.71    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477303.14    | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                      | B3 SA - Brasil Bolsa Balcao                                                                                                   | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | DBT              | CORP              | BR        |    600000 | PA      | $545332.86    | 0.00%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $593914.32    | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39614.17     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    390000 | PA      | $371498.28    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1199225.58   | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    893000 | PA      | $682924.26    | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1128667.07   | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    445000 | PA      | $381999.31    | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1001080.17   | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAC2<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    418000 | PA      | $244398.96    | 0.00%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15284.36     | 0.00%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1160884.21   | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236310.15    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    645000 | PA      | $624928.78    | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238909.85    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barrick International Barbados Corp.                                             | Barrick International Barbados Corp.                                                                                          | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |    595000 | PA      | $635689.36    | 0.00%             | 2036-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    815000 | PA      | $707124.68    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    739570 | PA      | $677324.99    | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $2845982.03   | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    980000 | PA      | $991416.43    | 0.00%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $502023.37    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $35863984.38  | 0.11%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    351000 | PA      | $265207.84    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2400000 | PA      | $2272973.76   | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Guotai Junan Holdings Ltd.                                                       | Guotai Junan Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900LPP2WWVAHJTP31       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $195522.40    | 0.00%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $1273071.40   | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420154.35    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    387000 | PA      | $397921.59    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    830000 | PA      | $840484.91    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $643307.08    | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $545971.87    | 0.00%             | 2030-08-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    735000 | PA      | $756470.99    | 0.00%             | 2030-03-05      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92735.86     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381365.01    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K739, Class A2                      | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5780000 | PA      | $5465493.49   | 0.02%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413226.38    | 0.00%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426599.74    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188304.61    | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    281000 | PA      | $265859.22    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    480000 | PA      | $492532.84    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    467000 | PA      | $405749.00    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1815839.21   | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638428.46    | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    680000 | PA      | $706849.51    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    675000 | PA      | $580088.57    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $860018.37    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    933000 | PA      | $598780.06    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11777 | PA      | $11446.59     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $575219.51    | 0.00%             | 2029-08-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    468000 | PA      | $431652.78    | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    731000 | PA      | $728598.67    | 0.00%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    580000 | PA      | $642492.96    | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1115000 | PA      | $1135644.67   | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $844145.59    | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3750000 | PA      | $3730942.24   | 0.01%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    715000 | PA      | $708484.44    | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    580000 | PA      | $497443.98    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    585000 | PA      | $498210.57    | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2019                                                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $718958.70    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Sagicor Financial Co. Ltd.                                                       | Sagicor Financial Co. Ltd.                                                                                                    | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |    465000 | PA      | $455738.15    | 0.00%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VI LLC                                                     | KKR Group Finance Co. VI LLC                                                                                                  | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1037382.83   | 0.00%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2108797.26   | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $874872.34    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463314.83    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    486000 | PA      | $462985.72    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The), Series A                                                                                           | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    184000 | PA      | $206076.84    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662279.33    | 0.00%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    510000 | PA      | $409978.70    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    745000 | PA      | $724816.67    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1115000 | PA      | $1259940.50   | 0.00%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                               | Cerdia Finanz GmbH                                                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    890000 | PA      | $893493.59    | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498865.06    | 0.00%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1150000 | PA      | $1057662.72   | 0.00%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2987328.07   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                            | United Airlines, Inc.                                                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1850668.60   | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1085000 | PA      | $1068742.27   | 0.00%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1675507.64   | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129879 | PA      | $127019.58    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                 | Basin Electric Power Cooperative                                                                                              | CUSIP: 070101AH3<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    443000 | PA      | $370416.48    | 0.00%             | 2047-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3000000 | PA      | $2691133.27   | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488470.33    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48770 | PA      | $46384.71     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1320125.85   | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    895000 | PA      | $613365.59    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    880000 | PA      | $883488.04    | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1022932.66   | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $525591.51    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAF Global Securities Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $616552.30    | 0.00%             | 2027-06-30      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403665.11    | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    771485 | PA      | $629561.70    | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-C2, Class A4                                                                                | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2443356.98   | 0.01%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2019T                                                                                      | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    350000 | PA      | $311962.20    | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    545000 | PA      | $385067.19    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    925000 | PA      | $825666.47    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series 2023A-1                                                                | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1668248 | PA      | $1703477.42   | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $644353.04    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    930000 | PA      | $872948.08    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1862000 | PA      | $1817332.15   | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    555000 | PA      | $386426.81    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2043000 | PA      | $1817094.95   | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1180000 | PA      | $1207515.25   | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $605103.94    | 0.00%             | 2029-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    680000 | PA      | $710576.63    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                              | Lightning Power LLC                                                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1513798.93   | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    630000 | PA      | $514818.41    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAT3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $172920.00    | 0.00%             | 2032-04-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    793000 | PA      | $786337.22    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $407673.50    | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1310634.56   | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $312599.06    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2258923 | PA      | $1902623.56   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $794315.87    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $422388.58    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $393481.23    | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2B1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2000000 | PA      | $1703662.43   | 0.01%             | 2030-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    755000 | PA      | $798783.62    | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    513000 | PA      | $534980.12    | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| National Life Insurance Co.                                                      | National Life Insurance Co.                                                                                                   | CUSIP: 636792AB9<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54280.17     | 0.00%             | 2068-07-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1735034.99   | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1460000 | PA      | $1536790.12   | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23027000 | PA      | $23320234.45  | 0.07%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                                              | Lindblad Expeditions Holdings, Inc.                                                                                           | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282713.05    | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    805000 | PA      | $817747.37    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1300664.85   | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $415736.12    | 0.00%             | 2026-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1496232.99   | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65576000 | PA      | $68045346.25  | 0.21%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2079631.20   | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1686166.12   | 0.01%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472258.61    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Philippines                                                          | Republic of Philippines                                                                                                       | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1070000 | PA      | $1157316.08   | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1059045.59   | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   1055980 | PA      | $973369.02    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    665600 | PA      | $279566.63    | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300OGSFI8KL1WUU09       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $392480.45    | 0.00%             | 2029-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3059187 | PA      | $3022919.94   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    638000 | PA      | $493011.07    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5327000 | PA      | $4109921.36   | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2350000 | PA      | $1710835.57   | 0.01%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1320776.57   | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2560000 | PA      | $2091119.01   | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266940 | PA      | $251939.50    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    678000 | PA      | $667842.36    | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corp.                                                  | Central American Bottling Corp.                                                                                               | CUSIP: N/A<br>LEI: 549300DT8SH0CF6BTT37       | Long             | DBT              | CORP              | VG        |   1234000 | PA      | $1179708.00   | 0.00%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248870 | PA      | $197540.99    | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLJ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7927243 | PA      | $6625083.83   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $152090.61    | 0.00%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1712114.67   | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Community Health Network, Inc.                                                   | Community Health Network, Inc., Series 20-A                                                                                   | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $364421.00    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    495000 | PA      | $484596.64    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44436006 | PA      | $35409674.80  | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    695000 | PA      | $491038.75    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SC Johnson & Son, Inc.                                                           | SC Johnson & Son, Inc.                                                                                                        | CUSIP: 78408LAA5<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |    265000 | PA      | $209482.53    | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $191833.01    | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    555000 | PA      | $551500.29    | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $598602.58    | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $798937.47    | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526911.35    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    825000 | PA      | $843180.85    | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology, Series G                                                                               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    451000 | PA      | $253740.18    | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    665000 | PA      | $682601.75    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1467355.10   | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1830000 | PA      | $1793632.62   | 0.01%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    753000 | PA      | $656442.91    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1079381.18   | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    535000 | PA      | $326688.07    | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $806493.97    | 0.00%             | 2028-06-06      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60630000 | PA      | $37495865.63  | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    465000 | PA      | $469496.95    | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc.                                                                                                     | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    561000 | PA      | $340588.35    | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165613.67    | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $760363.09    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | Province of Saskatchewan                                                                                                      | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    415000 | PA      | $426979.34    | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    965000 | PA      | $999915.62    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8512007 | PA      | $8515456.23   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8900440 | PA      | $7784096.20   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Pte. Ltd.                                                       | Clifford Capital Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300H4QHGSBXBALF78       | Long             | DBT              | NUSS              | SG        |    200000 | PA      | $196508.96    | 0.00%             | 2028-03-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543757.71    | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                          | CUSIP: N/A<br>LEI: 549300MKPIRSJD8SB782       | Long             | DBT              | CORP              | AR        |    850000 | PA      | $886672.65    | 0.00%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    653000 | PA      | $540736.73    | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    650000 | PA      | $627357.35    | 0.00%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2210762 | PA      | $2161221.42   | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                                             | Affinity Interactive                                                                                                          | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $405099.07    | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    811000 | PA      | $815238.45    | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    435000 | PA      | $410953.03    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    687000 | PA      | $603934.19    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    900000 | PA      | $639388.91    | 0.00%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2396639 | PA      | $2185501.40   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    437000 | PA      | $382227.20    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                                      | Biocon Biologics Global plc                                                                                                   | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $719452.07    | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2600000 | PA      | $2236261.83   | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336298.20    | 0.00%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    633000 | PA      | $370075.90    | 0.00%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1039665.38   | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112885600 | PA      | $114102647.88 | 0.34%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A4                                                   | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1175049.40   | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503349.21   | 0.01%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    670000 | PA      | $691168.86    | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series VVV                                                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1209500 | PA      | $1038033.88   | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35443000 | PA      | $35769740.16  | 0.11%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                                                         | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    476000 | PA      | $475530.73    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    695000 | PA      | $671873.45    | 0.00%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    388000 | PA      | $350594.38    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1639732.10   | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |   1750000 | PA      | $1190920.02   | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953980 | PA      | $803165.41    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    585000 | PA      | $606446.91    | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    883000 | PA      | $929420.29    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                    | Tengizchevroil Finance Co. International Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |    700000 | PA      | $611185.17    | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    729000 | PA      | $704562.92    | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440472.90    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1052789.59   | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2024-D, Class B                                                                          | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2022308.95   | 0.01%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    755000 | PA      | $744095.57    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342542 | PA      | $314426.73    | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Powerchina Roadbridge Group British Virgin Islands Ltd.                          | Powerchina Roadbridge Group British Virgin Islands Ltd.                                                                       | CUSIP: N/A<br>LEI: 54930030HB6G7DYU0727       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $589374.83    | 0.00%             | 2026-04-01      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                                                     | AerCap Global Aviation Trust                                                                                                  | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |       738 | PA      | $738.57       | 0.00%             | 2045-06-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389351.15    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    825000 | PA      | $796421.64    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1342582.39   | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1270355.48   | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                          | Victoria's Secret & Co.                                                                                                       | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    630000 | PA      | $548400.53    | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1808242.18   | 0.01%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $827597.87    | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    745000 | PA      | $724944.28    | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    713000 | PA      | $695465.53    | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    810000 | PA      | $824092.36    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2900000 | PA      | $2880113.73   | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    595000 | PA      | $576169.35    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K750, Class A2                      | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1917910.87   | 0.01%             | 2029-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                                             | Newfold Digital Holdings Group, Inc.                                                                                          | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    485000 | PA      | $272336.28    | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1031129.48   | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    390000 | PA      | $245039.04    | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    490000 | PA      | $462214.16    | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2003B                                                                                | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101689.39    | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1000000 | PA      | $865409.31    | 0.00%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    901000 | PA      | $897534.40    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA, Series XR                                                                                                | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    720000 | PA      | $695342.16    | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 34                                                                                     | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    488000 | PA      | $320781.01    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1410118 | PA      | $1282621.24   | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987553.37    | 0.00%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1133993.33   | 0.00%             | 2029-06-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $343073.04    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300061 | PA      | $275208.92    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                                   | Stora Enso OYJ                                                                                                                | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    400000 | PA      | $421560.87    | 0.00%             | 2036-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3163490.56   | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459297.46    | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1424004.91   | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1490134.10   | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    525000 | PA      | $501332.93    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    782000 | PA      | $818906.30    | 0.00%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    466000 | PA      | $333108.62    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $974105.22    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200547.30    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp., Series B                                                                                               | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    725000 | PA      | $790478.20    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32152 | PA      | $28613.41     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    600000 | PA      | $614574.47    | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    582000 | PA      | $532135.97    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    405000 | PA      | $392554.50    | 0.00%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    404000 | PA      | $272204.43    | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75758 | PA      | $74277.96     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1375160.71   | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295326.51    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109783.24    | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $507617.11    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681MAB4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    450000 | PA      | $446901.26    | 0.00%             | 2026-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    212000 | PA      | $238703.99    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $646987.17    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $916544.23    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    305000 | PA      | $201168.73    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    780000 | PA      | $675207.63    | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2219973.56   | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $610267.54    | 0.00%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2600000 | PA      | $1934534.91   | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377907 | PA      | $369004.32    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521276.40    | 0.00%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $384273.65    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1201744.66   | 0.00%             | 2028-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    630000 | PA      | $639113.27    | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1372245.26   | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    465000 | PA      | $374540.93    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1011407.44   | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475882.65    | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $548610.58    | 0.00%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466699.13    | 0.00%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2221502 | PA      | $2039630.47   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    940000 | PA      | $947401.19    | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                              | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $372437.57    | 0.00%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309145.73    | 0.00%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474851.79    | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                              | Jazz Securities DAC                                                                                                           | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1475000 | PA      | $1400536.64   | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3877000 | PA      | $3981671.91   | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1420000 | PA      | $1366258.82   | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $989594.49    | 0.00%             | 2026-04-05      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7576546 | PA      | $6359214.58   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36734000 | PA      | $33875635.63  | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $807589.51    | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1164168.35   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $478788.28    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    853000 | PA      | $633221.81    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14300000 | PA      | $11006531.25  | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417981.58    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $376077.62    | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $944730.35    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13260758 | PA      | $12396770.49  | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    633000 | PA      | $503481.28    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class C                                                                                | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $470966.39    | 0.00%             | 2055-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $372269.58    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $145772.10    | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1641514.73   | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    501000 | PA      | $484187.37    | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569229.55    | 0.00%             | 2026-04-14      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $229975.25    | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    603000 | PA      | $644033.56    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $941748.28    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $2014841.26   | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    935000 | PA      | $755151.13    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2820830.59   | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1190814.29   | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Almarai Co. JSC                                                                  | Almarai Co. JSC                                                                                                               | CUSIP: N/A<br>LEI: 549300B4EDUXYD2G6098       | Long             | DBT              | CORP              | SA        |    800000 | PA      | $804023.86    | 0.00%             | 2033-07-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    885000 | PA      | $920866.07    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                                             | Newfold Digital Holdings Group, Inc.                                                                                          | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    520000 | PA      | $273530.78    | 0.00%             | 2028-10-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series HH                                                                                       | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    760000 | PA      | $680190.69    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    813000 | PA      | $791659.62    | 0.00%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    854000 | PA      | $838052.46    | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                                             | Mativ Holdings, Inc.                                                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    415000 | PA      | $340455.54    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299639.34    | 0.00%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1101215.53   | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1780000 | PA      | $1279080.70   | 0.00%             | 2046-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $895086.56    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $699395.69    | 0.00%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    760000 | PA      | $771582.44    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    695000 | PA      | $671376.44    | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200147.35    | 0.00%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9921587 | PA      | $7482343.04   | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    730000 | PA      | $775155.36    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Shanghai Port Group BVI Development 2 Co. Ltd.                                   | Shanghai Port Group BVI Development 2 Co. Ltd.                                                                                | CUSIP: N/A<br>LEI: 300300H5N2QPO1NZL057       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $915515.85    | 0.00%             | 2030-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIR Lease Corp. Sukuk Ltd.                                                       | AIR Lease Corp. Sukuk Ltd.                                                                                                    | CUSIP: 00914QAA5<br>LEI: 549300FDSPH65OVJVS35 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $437274.89    | 0.00%             | 2028-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12758270 | PA      | $12056794.58  | 0.04%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $593642.75    | 0.00%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                                               | MDC Holdings, Inc.                                                                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $471379.73    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3450000 | PA      | $3213644.95   | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    419000 | PA      | $312614.59    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1650000 | PA      | $280435.71    | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                                  | ICICI Bank Ltd.                                                                                                               | CUSIP: 45112FAM8<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $490278.31    | 0.00%             | 2027-12-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373312.20    | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332082 | PA      | $313290.45    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    815000 | PA      | $768836.97    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    780000 | PA      | $783274.99    | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    519000 | PA      | $585243.67    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2024-2, Class B                                                                          | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249601.20    | 0.00%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    642000 | PA      | $545917.99    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                                             | Enact Holdings, Inc.                                                                                                          | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    505000 | PA      | $517109.12    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87892.11     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Riyad Tier 1 Sukuk Ltd.                                                          | Riyad Tier 1 Sukuk Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493000887R2TI3PUB86       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $960329.89    | 0.00%             | 2027-02-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488297.87    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1247441.67   | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1670000 | PA      | $1550786.70   | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1600000 | PA      | $1465497.12   | 0.00%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    960000 | PA      | $952335.71    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1492570.16   | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                          | Eskom Holdings SOC Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    600000 | PA      | $612951.43    | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68702 | PA      | $63373.14     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155896.16    | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40347.58     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    948000 | PA      | $798907.20    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    545000 | PA      | $566684.39    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1443946.39   | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2417722.29   | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1020557.81   | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6361960 | PA      | $6241321.50   | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1107210.09   | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9865047 | PA      | $10091792.61  | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2021-M13, Class A2                                     | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17050000 | PA      | $14661663.32  | 0.04%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance, Inc.                                                      | RenaissanceRe Finance, Inc.                                                                                                   | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $992454.60    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    425000 | PA      | $424507.99    | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    570000 | PA      | $603051.93    | 0.00%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227135 | PA      | $214371.31    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    595000 | PA      | $597698.12    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $406924.53    | 0.00%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336TAC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    720000 | PA      | $734252.70    | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344895 | PA      | $308926.18    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunrise HoldCo IV BV                                                             | Sunrise HoldCo IV BV                                                                                                          | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $421963.63    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1215870.70   | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    565000 | PA      | $597153.92    | 0.00%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1409111.69   | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $762974.13    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1443248.65   | 0.00%             | 2033-09-25      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1481434.03   | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3058000 | PA      | $2680939.39   | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1427361.09   | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1448982.47   | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277380 | PA      | $247337.70    | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| At Home Group, Inc.                                                              | At Home Group, Inc.                                                                                                           | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $53080.20     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56519000 | PA      | $56973801.33  | 0.17%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    630000 | PA      | $622727.99    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    600000 | PA      | $423924.47    | 0.00%             | 2059-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434025.56    | 0.00%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3040 | PA      | $2794.98      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2400000 | PA      | $1837023.88   | 0.01%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia (The)                                        | Children's Hospital of Philadelphia (The), Series 2020                                                                        | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    305000 | PA      | $186046.53    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1479074.89   | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B5NU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4052892 | PA      | $3216985.77   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557023.68    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II SARL                                                 | Tierra Mojada Luxembourg II SARL                                                                                              | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    499548 | PA      | $459520.19    | 0.00%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $952833.72    | 0.00%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3865820 | PA      | $3549330.51   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1055264.05   | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3084638 | PA      | $3128306.30   | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    645000 | PA      | $578339.39    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       685 | PA      | $678.53       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1899117.04   | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1000000 | PA      | $1028534.40   | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91271.05     | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    551000 | PA      | $533108.76    | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                               | CFAMC III Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $593793.08    | 0.00%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |    400000 | PA      | $398877.03    | 0.00%             | 2027-11-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    955000 | PA      | $968171.36    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    289000 | PA      | $286596.90    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    575000 | PA      | $578616.95    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    360000 | PA      | $386608.01    | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470883 | PA      | $391916.27    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    574000 | PA      | $516400.07    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $258603.45    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493081.69    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAE0<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $248623.98    | 0.00%             | 2051-02-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $903409.17    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                   | Sales Tax Securitization Corp., Series 2021B                                                                                  | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $790548.17    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1795000 | PA      | $1546890.54   | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1262494.35   | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1353000 | PA      | $1173848.54   | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633033.05    | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1050000 | PA      | $896974.28    | 0.00%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |   1080000 | PA      | $1096889.98   | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAA9<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    505000 | PA      | $511359.54    | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    925000 | PA      | $960009.66    | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3925000 | PA      | $3397253.85   | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GCC SAB de CV                                                                    | GCC SAB de CV                                                                                                                 | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $343732.14    | 0.00%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XTDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9100903 | PA      | $7603132.37   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    769923 | PA      | $628306.35    | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | Kansas Development Finance Authority, Series 2021K                                                                            | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    420000 | PA      | $284632.03    | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| SSM Health Care Corp.                                                            | SSM Health Care Corp.                                                                                                         | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324799.36    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1151475.96   | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $160914.14    | 0.00%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264626.29    | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   3689000 | PA      | $2452692.32   | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    671000 | PA      | $520082.26    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17296256 | PA      | $13802214.77  | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                          | Mohawk Industries, Inc.                                                                                                       | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    930000 | PA      | $963725.22    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2329502.18   | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $865640.03    | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    785000 | PA      | $678288.23    | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $623855.41    | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2800000 | PA      | $2733274.73   | 0.01%             | 2033-05-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $840039.49    | 0.00%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series H                                                                                                    | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1038547.10   | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lafarge SA                                                                       | Lafarge SA                                                                                                                    | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $347979.76    | 0.00%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater               | San Francisco City & County Public Utilities Commission Wastewater, Series 2024A                                              | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $416158.04    | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    581000 | PA      | $658113.80    | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    860000 | PA      | $877905.79    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1091327.80   | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    760000 | PA      | $771944.98    | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    865000 | PA      | $756942.38    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                   | PetSmart, Inc.                                                                                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1203096.51   | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1950000 | PA      | $1668974.84   | 0.01%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243822 | PA      | $216773.06    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $462747.57    | 0.00%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1631430.35   | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35717 | PA      | $36160.56     | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1257000 | PA      | $1161595.83   | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3555548 | PA      | $3407877.17   | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KB Securities Co. Ltd.                                                           | KB Securities Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300Q7SEZ32KPGBL06       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193142.57    | 0.00%             | 2026-11-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $1015293.52   | 0.00%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1159698.53   | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    470000 | PA      | $396369.05    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14204464 | PA      | $13726689.59  | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408629.90    | 0.00%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ICD Sukuk Co. Ltd.                                                               | ICD Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 6354009B91BDFKBMT283       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $802557.74    | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    975000 | PA      | $963106.56    | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82565 | PA      | $80247.92     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Co. LLC                                              | Teva Pharmaceutical Finance Co. LLC                                                                                           | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    900000 | PA      | $882919.39    | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2800000 | PA      | $2299082.60   | 0.01%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    850000 | PA      | $732730.73    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $521398.64    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hualu International Finance BVI Ltd.                                             | Hualu International Finance BVI Ltd.                                                                                          | CUSIP: N/A<br>LEI: 655600GN5O5WU42UTQ39       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $190913.27    | 0.00%             | 2026-10-27      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    670000 | PA      | $656801.58    | 0.00%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                            | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $625134.79    | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $967052.79    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180215 | PA      | $169942.99    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    659000 | PA      | $691272.93    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    662000 | PA      | $617878.85    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                                                              | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $405638.72    | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                                                                 | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495257.82    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US, Inc.                                                      | Arch Capital Group US, Inc.                                                                                                   | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    648000 | PA      | $592334.45    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3080043 | PA      | $2869948.31   | 0.01%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15081 | PA      | $15489.04     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69088 | PA      | $68137.95     | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                                   | Jacobs Engineering Group, Inc.                                                                                                | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    765000 | PA      | $778291.63    | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                  | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    501000 | PA      | $508695.56    | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $504502.95    | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2550000 | PA      | $2593169.88   | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    740000 | PA      | $748789.88    | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $486277.27    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90180.23     | 0.00%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    697000 | PA      | $669429.33    | 0.00%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78230 | PA      | $74022.92     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    885000 | PA      | $876662.84    | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2165674.49   | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $894290.89    | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1561000 | PA      | $1692860.49   | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13442358 | PA      | $13415624.76  | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4000000 | PA      | $4323748.12   | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350363.08    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    573000 | PA      | $331249.79    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1386890.51   | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0YD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6138748 | PA      | $6363475.72   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1187636 | PA      | $1229284.81   | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19381250.00  | 0.06%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2596130.70   | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $1751950.45   | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34070.34     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co.                                                       | Atlantic City Electric Co.                                                                                                    | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    378000 | PA      | $375708.19    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    695000 | PA      | $642938.53    | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9188107 | PA      | $8682925.98   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class A3                                                                            | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2920639.60   | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1032671.77   | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                            | Range Resources Corp.                                                                                                         | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614259.68    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1278785.78   | 0.00%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    656000 | PA      | $556028.96    | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2950000 | PA      | $2748266.80   | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    860000 | PA      | $846542.85    | 0.00%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    990000 | PA      | $966337.52    | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $824010.68    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                        | AHP Health Partners, Inc.                                                                                                     | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300399.69    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1400000 | PA      | $1352569.46   | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $254947.50    | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1282123.61   | 0.00%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $794551.30    | 0.00%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $918162.74    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                     | Intelsat Jackson Holdings SA                                                                                                  | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   2945000 | PA      | $2905467.00   | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292993.63    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1168283.65   | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1029870.09   | 0.00%             | 2034-04-04      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4656091 | PA      | $4677658.49   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class AS                                                                            | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1936967.74   | 0.01%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    329000 | PA      | $315179.93    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7824964 | PA      | $7271719.40   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    465000 | PA      | $503432.55    | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $329013.91    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $972492.25    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    635000 | PA      | $640148.93    | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353806.90    | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1144754.17   | 0.00%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $814649.82    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    670000 | PA      | $654746.67    | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1590000 | PA      | $1615550.49   | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1400000 | PA      | $1450542.39   | 0.00%             | 2034-03-19      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co. (The)                                             | Penn Mutual Life Insurance Co. (The)                                                                                          | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    675000 | PA      | $437566.14    | 0.00%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6447660 | PA      | $5712580.57   | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                          | Cobra AcquisitionCo LLC                                                                                                       | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $330174.07    | 0.00%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6101453 | PA      | $6353602.62   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    921000 | PA      | $766892.85    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1436335.21   | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    869000 | PA      | $869942.66    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11582 | PA      | $10653.60     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2412000 | PA      | $1796990.46   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    339000 | PA      | $357516.55    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $405681.62    | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1484389.81   | 0.00%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556389.58    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1059934.94   | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $896050.72    | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CSCEC Finance Cayman II Ltd.                                                     | CSCEC Finance Cayman II Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 875500KAF75J5845AA17       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393585.15    | 0.00%             | 2027-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                               | British Airways Pass-Through Trust, Series 2019-1, Class AA                                                                   | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416423 | PA      | $382576.08    | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $603245.00    | 0.00%             | 2027-04-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $983695.93    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | Montefiore Obligated Group                                                                                                    | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $213368.33    | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    590000 | PA      | $564311.38    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    649000 | PA      | $610882.90    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                                                  | Synaptics, Inc.                                                                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    390000 | PA      | $361022.04    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2000000 | PA      | $1982792.34   | 0.01%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd.                                                            | Suntory Holdings Ltd.                                                                                                         | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $572369.68    | 0.00%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377033.99    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4285814 | PA      | $3898310.33   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A                                                                       | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $805115.20    | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421233.88    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497448.72    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1645531.52   | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                              | Alfa Desarrollo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |   1037448 | PA      | $765471.87    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   3000000 | PA      | $2876398.34   | 0.01%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                             | Saudi Electricity Global Sukuk Co. 3                                                                                          | CUSIP: N/A<br>LEI: 549300BJ6IA5S2UFVN71       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $986528.78    | 0.00%             | 2044-04-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $491513.77    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3349 | PA      | $3222.64      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    865000 | PA      | $870788.76    | 0.00%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    650000 | PA      | $815505.91    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    573000 | PA      | $573665.87    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    830000 | PA      | $802418.69    | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $943369.35    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada, Series US-4                                                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    571000 | PA      | $401650.79    | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303584 | PA      | $296149.64    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708582.10    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                                                                 | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    470000 | PA      | $462532.61    | 0.00%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1735000 | PA      | $1785409.02   | 0.01%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181335 | PA      | $166144.04    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    655000 | PA      | $606109.12    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2530848.32   | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC, Series WI*                                                                                         | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    890000 | PA      | $915330.76    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series A                                                                         | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $315544.02    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $979735.09    | 0.00%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763254.49    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $807110.04    | 0.00%             | 2029-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569040.27    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    515000 | PA      | $345707.23    | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52965000 | PA      | $52729140.23  | 0.16%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    625000 | PA      | $496868.71    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72048300 | PA      | $74311066.92  | 0.22%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                                   | Comerica, Inc.                                                                                                                | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1254947.53   | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1525076.35   | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429592 | PA      | $393082.01    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1017304.59   | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1638597.58   | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426454 | PA      | $1154178.23   | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    713000 | PA      | $696013.88    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1175067.87   | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                                                          | Amsted Industries, Inc.                                                                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221389.63    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    779000 | PA      | $668047.06    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1181184.17   | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2160839 | PA      | $2246186.08   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    358000 | PA      | $280448.81    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505455 | PA      | $483277.38    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $286884.59    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $603262.37    | 0.00%             | 2030-01-22      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                         | Western Alliance Bancorp                                                                                                      | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    625000 | PA      | $574413.29    | 0.00%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $479261.92    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    835000 | PA      | $784440.55    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4977891 | PA      | $4471089.73   | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    580000 | PA      | $553149.72    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                                          | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |   4168874 | PA      | $3923630.72   | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    590000 | PA      | $517706.05    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1398299.75   | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $574426.94    | 0.00%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323643.04    | 0.00%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1023259.90   | 0.00%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428238 | PA      | $1251646.20   | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1214181.65   | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    953000 | PA      | $969310.72    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1493000 | PA      | $1537832.98   | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    455000 | PA      | $454812.61    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1198112.33   | 0.00%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    607000 | PA      | $598602.44    | 0.00%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GS4J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5925416 | PA      | $6058937.19   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1379098.92   | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1315121.93   | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                                      | Enpro, Inc.                                                                                                                   | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354632.24    | 0.00%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $974152.55    | 0.00%             | 2034-01-18      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6911796 | PA      | $6933501.29   | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506166.53    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS Health, Series C                                                                                                     | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    591000 | PA      | $588426.05    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1574410.45   | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXGP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14516216 | PA      | $13190551.30  | 0.04%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2022Q                                                   | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $147883.16    | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350923.30    | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296954.04    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2016-2, Class A                                                                    | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180851 | PA      | $166011.13    | 0.00%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3154848.66   | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1073760.68   | 0.00%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    362000 | PA      | $343880.06    | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78330 | PA      | $73861.90     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital (The)                                         | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    515000 | PA      | $417148.34    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $708494.94    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    630000 | PA      | $583534.76    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $505448.62    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E6MN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30041 | PA      | $26804.01     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79800000 | PA      | $74139187.50  | 0.22%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    703000 | PA      | $683701.83    | 0.00%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | Morgan Stanley Direct Lending Fund                                                                                            | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69398.14     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1747730.16   | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $312067.73    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    335000 | PA      | $417857.56    | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $173519.59    | 0.00%             | 2031-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048AT5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    745000 | PA      | $733260.80    | 0.00%             | 2026-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alsea SAB de CV                                                                  | Alsea SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 4469000001BJLPKNUN21       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $402374.83    | 0.00%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    840000 | PA      | $852915.61    | 0.00%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23915.59     | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131783.16    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1015000 | PA      | $898720.13    | 0.00%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The), Series 2020                                                                 | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $182403.94    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TMS Issuer SARL                                                                  | TMS Issuer SARL                                                                                                               | CUSIP: N/A<br>LEI: 21380092DY1X4BHPMA32       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1238952.48   | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    511000 | PA      | $506060.77    | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628437 | PA      | $570975.78    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82664000 | PA      | $81895483.13  | 0.25%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1172008.62   | 0.00%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    650000 | PA      | $642654.53    | 0.00%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1284320.89   | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    911000 | PA      | $765430.48    | 0.00%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    994000 | PA      | $892932.21    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    506000 | PA      | $507823.23    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $400073.69    | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAL5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1100000 | PA      | $1234526.37   | 0.00%             | 2040-01-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1278023.58   | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    850000 | PA      | $837197.99    | 0.00%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    866000 | PA      | $856599.00    | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    985000 | PA      | $943452.55    | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    465000 | PA      | $471085.34    | 0.00%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $899672.77    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $806409.48    | 0.00%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1285990.99   | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    332275 | PA      | $118143.06    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $532924.15    | 0.00%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $578733.49    | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74738PLV8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    800000 | PA      | $808303.85    | 0.00%             | 2028-02-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17088 | PA      | $16997.43     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series B                                                                                      | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    596000 | PA      | $483747.80    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463882.34    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJ6A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16170424 | PA      | $15580955.78  | 0.05%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $622232.15    | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $723297.52    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1400000 | PA      | $1422422.46   | 0.00%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $963310.81    | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005274.59   | 0.00%             | 2028-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $443912.89    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   2000000 | PA      | $1854794.72   | 0.01%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    302000 | PA      | $364500.25    | 0.00%             | 2039-03-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    405000 | PA      | $385250.54    | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2283022 | PA      | $2232888.78   | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    540000 | PA      | $520194.51    | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36350 | PA      | $35475.32     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525021.48    | 0.00%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    795000 | PA      | $733252.81    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3182846 | PA      | $3219070.82   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1625764.04   | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1065084.33   | 0.00%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1630382.00   | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    470000 | PA      | $402666.39    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas and Electric Co.                                                                                                 | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192148.44    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $1007117.10   | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $17120625.00  | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195320 | PA      | $187274.25    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255602.94    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $18705.55     | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1156026.20   | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    755000 | PA      | $703309.48    | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    765000 | PA      | $782503.97    | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16185675 | PA      | $16178178.68  | 0.05%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliance Resource Operating Partners LP                                          | Alliance Resource Operating Partners LP                                                                                       | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $418094.01    | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1475561.08   | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1025000 | PA      | $880111.27    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918387.64    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1070958.56   | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74606.30     | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064541 | PA      | $985486.71    | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1704857.46   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QQTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6735 | PA      | $6420.46      | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    618000 | PA      | $566998.10    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1240000 | PA      | $1147499.89   | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $842757.69    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $296525.06    | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1101719.02   | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    513000 | PA      | $359190.26    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1008487.89   | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5841409 | PA      | $4675697.45   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1075000 | PA      | $931476.92    | 0.00%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                      | Kedrion SpA                                                                                                                   | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    803000 | PA      | $769521.78    | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $285947.06    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    926000 | PA      | $716841.04    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    425000 | PA      | $454036.06    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $629083.43    | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    590000 | PA      | $606674.31    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Aegea Finance SARL                                                               | Aegea Finance SARL                                                                                                            | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $395636.87    | 0.00%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1047000 | PA      | $968273.88    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3339686.49   | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    505000 | PA      | $443823.21    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39907000 | PA      | $39910117.73  | 0.12%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    699000 | PA      | $680273.33    | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1231716.20   | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    605000 | PA      | $500237.69    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530533.47    | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3956950.81   | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS Corporate Lending Fund                                                                                                    | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257567.38    | 0.00%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    720000 | PA      | $712884.39    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada                                                                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1148445.01   | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    444000 | PA      | $444918.60    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28852425 | PA      | $27196329.32  | 0.08%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $538012.63    | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    939000 | PA      | $922598.39    | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2001000 | PA      | $2431954.21   | 0.01%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas Internacional SA ESP                                       | Transportadora de Gas Internacional SA ESP                                                                                    | CUSIP: N/A<br>LEI: 529900780HCVLCEM2440       | Long             | DBT              | CORP              | CO        |    400000 | PA      | $402259.78    | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                               | Imola Merger Corp.                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1847523.15   | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    799000 | PA      | $705257.93    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3285301.82   | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328338.12    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                         | Science Applications International Corp.                                                                                      | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398091.12    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7507469 | PA      | $6883327.68   | 0.02%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1135000 | PA      | $1085850.35   | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1103559.47   | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2022A                           | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    319192 | PA      | $316533.70    | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1198824.05   | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1009162.20   | 0.00%             | 2031-02-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG Operating Group II LP                                                                                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    545000 | PA      | $549915.96    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    800000 | PA      | $614965.51    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1140000 | PA      | $1127034.21   | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSSC Capital 2015 Ltd.                                                           | CSSC Capital 2015 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300K934XNVEY4JJ41       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $388835.00    | 0.00%             | 2026-07-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448006.74    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneAmerica Financial Partners, Inc.                                              | OneAmerica Financial Partners, Inc.                                                                                           | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    375000 | PA      | $284792.86    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587095.34    | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215826.10    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62628PAJ5<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1000000 | PA      | $1017170.77   | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $315889.85    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187121.02    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    861000 | PA      | $847947.48    | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    825000 | PA      | $821020.62    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BN44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501173 | PA      | $460739.12    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                        | Provincia de Buenos Aires                                                                                                     | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |    750000 | PA      | $427888.94    | 0.00%             | 2037-09-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $446433.80    | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $819222.07    | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100781 | PA      | $96965.68     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class C                                                                  | CUSIP: 17328CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $890527.01    | 0.00%             | 2072-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1027040.84   | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    547000 | PA      | $476273.09    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    297000 | PA      | $293558.05    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    870000 | PA      | $803425.69    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2286874.53   | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                            | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509379.11    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KHUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12335234 | PA      | $9997457.67   | 0.03%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327176.84    | 0.00%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    615000 | PA      | $622497.57    | 0.00%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    920000 | PA      | $932811.99    | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1193018.23   | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Kuwait Projects Co. SPC Ltd.                                                     | Kuwait Projects Co. SPC Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900BQTJEWBK1TAN59       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $557170.27    | 0.00%             | 2027-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                                | Krakatau Posco PT                                                                                                             | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $396398.40    | 0.00%             | 2029-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   2200000 | PA      | $2222718.47   | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $951436.39    | 0.00%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                                   | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    510000 | PA      | $535022.06    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    701000 | PA      | $704120.09    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2726469.12   | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $989176.24    | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    980000 | PA      | $977992.19    | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AG0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $409046.38    | 0.00%             | 2054-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606293.15    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42215000 | PA      | $42851523.05  | 0.13%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BD5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1506132.17   | 0.00%             | 2032-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Newcastle Coal Infrastructure Group Pty. Ltd.                                    | Newcastle Coal Infrastructure Group Pty. Ltd.                                                                                 | CUSIP: 65106WAB1<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |    517880 | PA      | $489123.15    | 0.00%             | 2031-05-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    573000 | PA      | $436915.47    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    523000 | PA      | $507302.55    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    650000 | PA      | $685021.26    | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B-1                                                                     | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $149518.31    | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $904124.64    | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    315000 | PA      | $231862.60    | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $400859.22    | 0.00%             | 2035-03-10      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2933000 | PA      | $2595451.54   | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    810000 | PA      | $786413.38    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1130333.36   | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11896605 | PA      | $9546406.01   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1085409.49   | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $725180.06    | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    950000 | PA      | $858130.02    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    508000 | PA      | $496155.02    | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560665.06    | 0.00%             | 2034-01-08      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1075000 | PA      | $1006279.47   | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp.                                                                                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    692000 | PA      | $628087.62    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6EN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3871434 | PA      | $3780231.17   | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438651.01    | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    880000 | PA      | $879666.16    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $434740.03    | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570179.75    | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91525.92     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $335571.75    | 0.00%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    785000 | PA      | $784708.69    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |    200000 | PA      | $202639.73    | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                                    | Carlyle Secured Lending, Inc.                                                                                                 | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20206.36     | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    582000 | PA      | $444671.52    | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    423000 | PA      | $399641.33    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1026240.23   | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $715719.98    | 0.00%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    560000 | PA      | $475158.50    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services plc                                          | Reckitt Benckiser Treasury Services plc                                                                                       | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   1583000 | PA      | $1540952.85   | 0.00%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $929454.55    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    825000 | PA      | $811363.04    | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    520000 | PA      | $429922.53    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    605000 | PA      | $535081.01    | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069411 | PA      | $979495.02    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $893440.01    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RHB Bank Bhd.                                                                    | RHB Bank Bhd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $387500.26    | 0.00%             | 2026-06-29      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $866860.18    | 0.00%             | 2031-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                                | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779829.14    | 0.00%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    495000 | PA      | $453481.76    | 0.00%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $186466.73    | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $709004.35    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019R                                                                      | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    200000 | PA      | $158790.25    | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1800000 | PA      | $1791822.75   | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |    400000 | PA      | $365596.30    | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Guangzhou Development District Holding Group Co. Ltd.                            | Guangzhou Development District Holding Group Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 300300QQG6PN8Y25MV22       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $576521.74    | 0.00%             | 2027-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $607643.40    | 0.00%             | 2026-07-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| China Southern Power Grid International Finance BVI Co. Ltd.                     | China Southern Power Grid International Finance BVI Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    400000 | PA      | $395914.86    | 0.00%             | 2027-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    724000 | PA      | $708209.31    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3323000 | PA      | $3266576.59   | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                                | NFE Financing LLC                                                                                                             | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2942282 | PA      | $2025574.35   | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $880649.68    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39997 | PA      | $39439.71     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital III                                                     | Farmers Exchange Capital III                                                                                                  | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $479165.46    | 0.00%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    246000 | PA      | $265274.80    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    685000 | PA      | $713176.47    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    695000 | PA      | $698464.78    | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    577000 | PA      | $615928.59    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    715000 | PA      | $728432.14    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |   2174000 | PA      | $2241334.53   | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $397236.49    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   2785918 | PA      | $1892531.04   | 0.01%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    720000 | PA      | $753184.27    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                        | Mileage Plus Holdings LLC                                                                                                     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382500 | PA      | $383715.65    | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    747000 | PA      | $723469.72    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    924000 | PA      | $890544.37    | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $428789.18    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    842000 | PA      | $829950.15    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    542000 | PA      | $433506.56    | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $611021.02    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $951845.14    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166544.25    | 0.00%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79975 | PA      | $73525.36     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    605000 | PA      | $604056.06    | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2P5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218781.02    | 0.00%             | 2027-08-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2508195 | PA      | $2598112.24   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    948734 | PA      | $896301.65    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $492746.13    | 0.00%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204041.09    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GVG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73048 | PA      | $70519.70     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                                                                       | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1370840.32   | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318677.32    | 0.00%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wuhan Metro Group Co. Ltd.                                                       | Wuhan Metro Group Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300CGD0XKNKRS4R50       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $397918.26    | 0.00%             | 2027-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273075.11    | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1008330.84   | 0.00%             | 2029-04-02      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1496000 | PA      | $1404164.24   | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155215.41    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    685000 | PA      | $699153.05    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $691888.80    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPD89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18538525 | PA      | $17600486.78  | 0.05%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    836000 | PA      | $816095.33    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3674000 | PA      | $2869322.87   | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228589.38    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1331211.61   | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1486784.68   | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $784262.96    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404280.09    | 0.00%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    401000 | PA      | $388688.99    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    415000 | PA      | $342896.90    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1140836.88   | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2038000 | PA      | $2033401.48   | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270111 | PA      | $240368.13    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1224462.11   | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |   1725000 | PA      | $1788577.72   | 0.01%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    781000 | PA      | $556999.73    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $952655.37    | 0.00%             | 2034-05-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    855000 | PA      | $789389.73    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                                     | Acushnet Co.                                                                                                                  | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357661.98    | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2179119 | PA      | $1937768.41   | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    923000 | PA      | $556481.52    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    665000 | PA      | $694540.16    | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    950000 | PA      | $829303.82    | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    920000 | PA      | $925682.00    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    580000 | PA      | $571837.60    | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    491000 | PA      | $473656.03    | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7012435 | PA      | $6538430.85   | 0.02%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: N/A<br>LEI: 254900748HGC4RBR4O84       | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $194689.80    | 0.00%             | 2029-02-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2705742.04   | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                                    | Ferrellgas LP                                                                                                                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    835000 | PA      | $724532.87    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series 21A                                                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    610000 | PA      | $379446.75    | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    335000 | PA      | $286605.36    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602152.88    | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc., Series B                                                                                            | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500031.56    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: —       |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    885000 | PA      | $791944.29    | 0.00%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1510739.73   | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32434 | PA      | $30007.71     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    885000 | PA      | $793181.25    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $306528.97    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $853083.95    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JMH Co. Ltd.                                                                     | JMH Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800C5GDLSGQEMM574       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $709813.39    | 0.00%             | 2031-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1521372.05   | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1256316.43   | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $1357852.89   | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |   1485000 | PA      | $1508402.51   | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | Gray Oak Pipeline LLC                                                                                                         | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $444415.90    | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246383.38    | 0.00%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    975000 | PA      | $892668.85    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $379537.54    | 0.00%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                                  | Consensus Cloud Solutions, Inc.                                                                                               | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $416779.26    | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    425000 | PA      | $276790.31    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $791213.91    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1037064.45   | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B5, Class A4                                                                            | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $737639.23    | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $535540.23    | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2367656.50   | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2108129.46   | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series 2017                                                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    483000 | PA      | $380738.05    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    525000 | PA      | $403614.57    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1220272.24   | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    516000 | PA      | $307519.68    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    975000 | PA      | $963132.84    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    573000 | PA      | $619263.99    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    850000 | PA      | $794649.38    | 0.00%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class AS                                                                              | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2238780.63   | 0.01%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                                                               | CoStar Group, Inc.                                                                                                            | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $896266.98    | 0.00%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    780000 | PA      | $651091.46    | 0.00%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1001962.65   | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1745000 | PA      | $1722324.45   | 0.01%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2050000 | PA      | $1432906.85   | 0.00%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    680000 | PA      | $463603.81    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                            | Ares Management Corp.                                                                                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273977.62    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    525000 | PA      | $536519.37    | 0.00%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    485000 | PA      | $398775.38    | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    785000 | PA      | $730406.58    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1091159.00   | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615126.21    | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund  (The)                                                          | Arab Energy Fund  (The)                                                                                                       | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $67072.29     | 0.00%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    765000 | PA      | $803082.02    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                                    | Wilsonart LLC                                                                                                                 | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    525000 | PA      | $477763.49    | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2834485.33   | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co. Unlimited Co.                               | GE Capital International Funding Co. Unlimited Co.                                                                            | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    865000 | PA      | $823398.54    | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRMT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1404987 | PA      | $1381046.93   | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3015744 | PA      | $2970318.59   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4441947 | PA      | $4073101.28   | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1538324.21   | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    444000 | PA      | $443568.18    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    705000 | PA      | $696512.77    | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39580000 | PA      | $36540379.69  | 0.11%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1125194.93   | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2481000 | PA      | $2167759.82   | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CG9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |    805000 | PA      | $808987.04    | 0.00%             | 2026-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KB Kookmin Card Co. Ltd.                                                         | KB Kookmin Card Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 988400VU1GFPPZ59F863       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193855.66    | 0.00%             | 2026-05-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    400000 | PA      | $344596.39    | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | Dexia SA                                                                                                                      | CUSIP: 25214BBD5<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |    520000 | PA      | $533312.80    | 0.00%             | 2030-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                            | Electronic Arts, Inc.                                                                                                         | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    815000 | PA      | $507313.53    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAD6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   2000000 | PA      | $1753996.73   | 0.01%             | 2032-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1369000 | PA      | $1237615.72   | 0.00%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231922.51    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    640000 | PA      | $676862.38    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20685766 | PA      | $18330449.46  | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1036597.63   | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                                    | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    434000 | PA      | $411635.18    | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2683585.59   | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13087544 | PA      | $11558822.26  | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1817949.11   | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | 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        |   1300000 | PA      | $1307987.06   | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    668000 | PA      | $616238.91    | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    200000 | PA      | $185629.29    | 0.00%             | 2030-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    751000 | PA      | $613825.72    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728581.58    | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505256.11    | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-3                                                                                         | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $590496.05    | 0.00%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1600000 | PA      | $1369690.29   | 0.00%             | 2045-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91114.09     | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $1518356.01   | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323539 | PA      | $301242.73    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    470000 | PA      | $444240.35    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $955559.73    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    495000 | PA      | $471542.22    | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $727490.98    | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1226851.20   | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    783000 | PA      | $762044.02    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34318000 | PA      | $33805911.09  | 0.10%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378291.39    | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4897000 | PA      | $4416655.88   | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2024-2, Class D                                                                          | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $991978.27    | 0.00%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3807000 | PA      | $3770510.28   | 0.01%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    680000 | PA      | $583633.23    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    520000 | PA      | $498506.63    | 0.00%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                                   | Coherent Corp.                                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    960000 | PA      | $920694.34    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1003693.63   | 0.00%             | 2034-07-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    570000 | PA      | $555292.13    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $548555.14    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43893000 | PA      | $44650840.08  | 0.13%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    580000 | PA      | $575822.24    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    700000 | PA      | $652176.98    | 0.00%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1095167.76   | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132321 | PA      | $121648.90    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    595000 | PA      | $596015.87    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    725000 | PA      | $697704.47    | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    519000 | PA      | $403264.38    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    895000 | PA      | $824541.40    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1694036.00   | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1305000 | PA      | $1346835.60   | 0.00%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406306.92    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1406393.52   | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $931249.56    | 0.00%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Export Import Bank of Thailand                                                   | Export-Import Bank of Thailand                                                                                                | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | NUSS              | TH        |    600000 | PA      | $616450.67    | 0.00%             | 2029-05-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2725388.86   | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405654.11    | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    915000 | PA      | $924189.64    | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402696.58    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    780000 | PA      | $790855.16    | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451841.26    | 0.00%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L6RZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359638 | PA      | $302027.98    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    835000 | PA      | $821414.97    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    540000 | PA      | $447711.14    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    518500 | PA      | $412787.80    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3073195 | PA      | $2808401.54   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $803278.48    | 0.00%             | 2028-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1170056.23   | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471140.31    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                   | Consolidated Energy Finance SA                                                                                                | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    630000 | PA      | $568067.56    | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $990545.42    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1070646.17   | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1570632.53   | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435074.98    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301536 | PA      | $289069.95    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214558.18    | 0.00%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569168.26    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1126602.61   | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $616742.34    | 0.00%             | 2027-10-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MMD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1993507 | PA      | $1957756.31   | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DF8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1051592.41   | 0.00%             | 2028-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4205.90      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |   4200000 | PA      | $4134009.24   | 0.01%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $490837.75    | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    795000 | PA      | $804159.24    | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji A/S                                                   | Aydem Yenilenebilir Enerji A/S                                                                                                | CUSIP: N/A<br>LEI: 9845009C50EDA74OA532       | Long             | DBT              | CORP              | TR        |    540000 | PA      | $536566.36    | 0.00%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   2300000 | PA      | $2183831.64   | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $421426.64    | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    910000 | PA      | $656004.85    | 0.00%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    780000 | PA      | $811615.05    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1441343.38   | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    701000 | PA      | $778223.24    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615320.36    | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1000000 | PA      | $1119635.73   | 0.00%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                                            | JSW Hydro Energy Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |    590000 | PA      | $524123.81    | 0.00%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128954.14    | 0.00%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2160000 | PA      | $2138045.80   | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2726911 | PA      | $2830222.95   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $996552.22    | 0.00%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $359400.57    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: —       |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $731232.55    | 0.00%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125899 | PA      | $122205.84    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                             | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    493000 | PA      | $503143.54    | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5370175 | PA      | $4950486.76   | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1066711.44   | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    788000 | PA      | $762063.06    | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $1246872.64   | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $405236.94    | 0.00%             | 2029-11-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76407000 | PA      | $75404158.13  | 0.23%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2658000 | PA      | $2920428.15   | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1014147.72   | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    715000 | PA      | $666050.09    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    939000 | PA      | $715889.98    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1125000 | PA      | $1015359.39   | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6555212 | PA      | $6422238.03   | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    795000 | PA      | $787894.18    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7717676 | PA      | $7039531.59   | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1030486.73   | 0.00%             | 2028-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                | Boise Cascade Co.                                                                                                             | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360883.31    | 0.00%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    970000 | PA      | $942093.68    | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3230000 | PA      | $3251385.84   | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1006237.62   | 0.00%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                       | Colonial Enterprises, Inc.                                                                                                    | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    841000 | PA      | $780719.07    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SP Group Treasury Pte. Ltd.                                                      | SP Group Treasury Pte. Ltd.                                                                                                   | CUSIP: 84612MAB1<br>LEI: 6354004HB4CUEDLMXY86 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $508852.50    | 0.00%             | 2029-11-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    480000 | PA      | $426922.86    | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1370145.95   | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254AK6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1042135.14   | 0.00%             | 2043-01-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                | Algonquin Power & Utilities Corp.                                                                                             | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    736100 | PA      | $691171.60    | 0.00%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    858000 | PA      | $839043.32    | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1376947.08   | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1215074.48   | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    560000 | PA      | $500947.88    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812763.29    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2U2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    680000 | PA      | $704091.42    | 0.00%             | 2028-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |   3400000 | PA      | $2490227.24   | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    625000 | PA      | $577339.42    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Turkiye Otomotiv A/S                                               | Hyundai Motor Turkiye Otomotiv A/S                                                                                            | CUSIP: N/A<br>LEI: 789000YZQRPU4RDKPA38       | Long             | DBT              | CORP              | TR        |    200000 | PA      | $193160.12    | 0.00%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $710626.88    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380712.75    | 0.00%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $512847.32    | 0.00%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1024101.15   | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    610000 | PA      | $593243.44    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12405437 | PA      | $10117559.52  | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $1863862.24   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    425000 | PA      | $342077.67    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    665000 | PA      | $669501.27    | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1315462.96   | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    638000 | PA      | $723688.41    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    649000 | PA      | $580840.75    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $700567.83    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    802000 | PA      | $695133.33    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424875 | PA      | $390846.56    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    855000 | PA      | $745310.91    | 0.00%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1123644.09   | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $290111.09    | 0.00%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1625419.50   | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    612000 | PA      | $585641.14    | 0.00%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |   1195000 | PA      | $1178745.75   | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2874784 | PA      | $1411310.59   | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    555000 | PA      | $501484.33    | 0.00%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1144729.53   | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1036481.26   | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                            | Ahlstrom Holding 3 Oy                                                                                                         | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    295000 | PA      | $276506.91    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37259000 | PA      | $37445295.00  | 0.11%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    535000 | PA      | $533203.82    | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    755000 | PA      | $579345.62    | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: —       |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    440000 | PA      | $410875.33    | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451000.58    | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   4200000 | PA      | $4108179.46   | 0.01%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328543.36    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  12568860 | PA      | $8838471.50   | 0.03%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| TGS ASA                                                                          | TGS ASA                                                                                                                       | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     10000 | PA      | $9852.49      | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1142914.89   | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    519000 | PA      | $320287.86    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1465000 | PA      | $1286900.33   | 0.00%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726543.76    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    625000 | PA      | $606325.80    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2837000 | PA      | $2813212.11   | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $956244.13    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    590000 | PA      | $649839.73    | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    405000 | PA      | $354272.27    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1400000 | PA      | $1385483.09   | 0.00%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $456928.47    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    483000 | PA      | $471085.87    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278530.86    | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1011255.78   | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    812000 | PA      | $705428.26    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $985754.73    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    285000 | PA      | $189646.68    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    715000 | PA      | $661647.81    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115494 | PA      | $113406.40    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4148131 | PA      | $3854847.56   | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4125091 | PA      | $3968337.93   | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12950000 | PA      | $9781296.88   | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2527863.99   | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    927000 | PA      | $917852.63    | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class AS                                                              | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972526.71    | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    566000 | PA      | $557208.91    | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    311000 | PA      | $193314.99    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $482206.36    | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1011191.49   | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $461904.43    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    767000 | PA      | $655491.35    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $792571.50    | 0.00%             | 2027-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JMLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15378 | PA      | $14382.63     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $759583.45    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    645000 | PA      | $496954.61    | 0.00%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp.                                                                                                     | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $897587.13    | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    770000 | PA      | $759099.79    | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25606 | PA      | $25096.43     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    619000 | PA      | $590340.20    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49222 | PA      | $45607.13     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    640000 | PA      | $651131.57    | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    268000 | PA      | $272780.71    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323333.12    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    930000 | PA      | $1011749.99   | 0.00%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                         | Valmont Industries, Inc.                                                                                                      | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    639000 | PA      | $572712.63    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453643.16    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $396007.35    | 0.00%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    590000 | PA      | $529393.99    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $524936.23    | 0.00%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1139000 | PA      | $861740.93    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10933992 | PA      | $8757941.74   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $866074.42    | 0.00%             | 2027-10-19      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    935000 | PA      | $942512.03    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    490000 | PA      | $224005.71    | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    690000 | PA      | $697445.56    | 0.00%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    923000 | PA      | $881163.25    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    465000 | PA      | $415079.54    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1079595.08   | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   2326000 | PA      | $1983370.79   | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut, Series A                                                                                                | CUSIP: 20772GF45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1438966.49   | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    312000 | PA      | $337569.79    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123753 | PA      | $120003.06    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    677000 | PA      | $659026.18    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1577981 | PA      | $1269024.02   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194884 | PA      | $193652.40    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                              | Iron Mountain Information Management Services, Inc.                                                                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $725144.23    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series 19A                                                                       | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $179410.08    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4378355 | PA      | $4495086.75   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    490000 | PA      | $510236.32    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $765852.75    | 0.00%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12987573 | PA      | $11491567.58  | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    495000 | PA      | $501136.13    | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K108, Class A2                      | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2665881.89   | 0.01%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218913.15    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24104629 | PA      | $23188655.65  | 0.07%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |    930000 | PA      | $865298.59    | 0.00%             | 2033-07-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    530000 | PA      | $534930.19    | 0.00%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    570000 | PA      | $553034.16    | 0.00%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                                 | Timken Co. (The)                                                                                                              | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410248.87    | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |    370000 | PA      | $367704.76    | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1124916.05   | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2181451.06   | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goodman HK Finance                                                               | Goodman HK Finance                                                                                                            | CUSIP: N/A<br>LEI: 213800SL4LTTO1S5AU13       | Long             | DBT              | CORP              | KY        |    235000 | PA      | $213597.65    | 0.00%             | 2030-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1309979.65   | 0.00%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1022608.59   | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2427000 | PA      | $2258973.98   | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    800000 | PA      | $799876.35    | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468909.83    | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2009F                                                                              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51312.93     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $392958.12    | 0.00%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                            | VM Consolidated, Inc.                                                                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    339000 | PA      | $327309.64    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    601000 | PA      | $607353.41    | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AY0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    520000 | PA      | $360288.16    | 0.00%             | 2041-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $265373.58    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    605000 | PA      | $609901.05    | 0.00%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AJ6<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439234.21    | 0.00%             | 2033-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc., Series 31*                                                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    330000 | PA      | $287430.43    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1126159.19   | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corp.                                                             | Sunnova Energy Corp.                                                                                                          | CUSIP: 86745GAG8<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $115782.29    | 0.00%             | 2028-10-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14132000 | PA      | $13151875.00  | 0.04%             | 2055-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $3047097.20   | 0.01%             | 2027-02-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    685000 | PA      | $713369.80    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    495000 | PA      | $474134.85    | 0.00%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $421654.98    | 0.00%             | 2026-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mirvac Group Finance Ltd.                                                        | Mirvac Group Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300IZVATGO3EBSH35       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $196709.92    | 0.00%             | 2027-03-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1041049.78   | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co. Ltd.                                        | China Taiping Insurance Holdings Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $623673.86    | 0.00%             | 2028-03-09      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    275000 | PA      | $335886.96    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    715000 | PA      | $672387.35    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52000000 | PA      | $50255156.25  | 0.15%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1090001.97   | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508418.37    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class C                                                                                | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496099.79    | 0.00%             | 2055-12-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1347338.94   | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $3134654.55   | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    890000 | PA      | $637574.65    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class B                                                                             | CUSIP: 081927AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1122124.16   | 0.00%             | 2057-03-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1010105.05   | 0.00%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Trimble, Inc.                                                                    | Trimble, Inc.                                                                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    775000 | PA      | $805725.40    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1428780.71   | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   2600000 | PA      | $2177769.69   | 0.01%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                                                                          | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    380000 | PA      | $327395.28    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K125, Class A2                      | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4400212.50   | 0.01%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14607395 | PA      | $13479003.40  | 0.04%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634548.72    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $175581.65    | 0.00%             | 2031-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $611401.14    | 0.00%             | 2029-03-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    825000 | PA      | $567728.53    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1300562.20   | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1429361 | PA      | $1137072.84   | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1350000 | PA      | $1384778.93   | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | Province of Saskatchewan                                                                                                      | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    265000 | PA      | $261762.86    | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606162.71    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1075000 | PA      | $1102443.18   | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1393440.71   | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    540000 | PA      | $572480.57    | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L7, Class A5                                                                      | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2173831.47   | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43036000 | PA      | $45339098.44  | 0.14%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31003000 | PA      | $31242788.83  | 0.09%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $928914.69    | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    376000 | PA      | $297370.34    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1012720.19   | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    822000 | PA      | $771994.73    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                                                                   | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    565000 | PA      | $546445.10    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    620000 | PA      | $633682.46    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1400000 | PA      | $956943.99    | 0.00%             | 2069-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    830000 | PA      | $712044.63    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series E                                                                           | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    815000 | PA      | $690011.29    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2050000 | PA      | $1968411.63   | 0.01%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $642742.33    | 0.00%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $598924.68    | 0.00%             | 2050-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $918307.25    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARD Finance SA                                                                   | ARD Finance SA                                                                                                                | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    818637 | PA      | $19688.57     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                | Advantage Sales & Marketing, Inc.                                                                                             | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    605000 | PA      | $487079.92    | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    580000 | PA      | $357934.51    | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    939000 | PA      | $641678.95    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2125000 | PA      | $2584331.26   | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    770000 | PA      | $770033.14    | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19752343.75  | 0.06%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422557.56    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    601000 | PA      | $577648.05    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                                                        | RXO, Inc.                                                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374042.44    | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $749801.47    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1890312.50   | 0.01%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1323333.72   | 0.00%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp.                                                                   | Broadcom Corp.                                                                                                                | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2331809.24   | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    585000 | PA      | $539694.86    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494476.71    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    714000 | PA      | $647179.64    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $935706.15    | 0.00%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    440000 | PA      | $314305.89    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    575000 | PA      | $592031.92    | 0.00%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co., Series K                                                                                                     | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    645000 | PA      | $517311.53    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911392.53    | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                    | Rollins, Inc.                                                                                                                 | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129834.30    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    870000 | PA      | $898872.84    | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $153053.01    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    418000 | PA      | $410566.98    | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344992.17    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    840000 | PA      | $778606.03    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    980000 | PA      | $949136.55    | 0.00%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    630000 | PA      | $539041.26    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2614035 | PA      | $2614716.59   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1425342.28   | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    545000 | PA      | $542804.66    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    805000 | PA      | $817179.65    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    555000 | PA      | $550880.72    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37029100 | PA      | $37486177.95  | 0.11%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Co. PJSC                                                        | Sweihan PV Power Co. PJSC                                                                                                     | CUSIP: N/A<br>LEI: 353800EF1E1IC18GBC48       | Long             | DBT              | CORP              | AE        |    553344 | PA      | $454238.31    | 0.00%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1616504.34   | 0.00%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $201938.55    | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1160663.57   | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    735000 | PA      | $675589.83    | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1549465.03   | 0.00%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1665000 | PA      | $1766369.71   | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    960000 | PA      | $765682.28    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CICC Hong Kong Finance 2016 MTN Ltd.                                             | CICC Hong Kong Finance 2016 MTN Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900N4NO8N9ILCZC31       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $602343.66    | 0.00%             | 2027-01-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    797000 | PA      | $780728.28    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    972000 | PA      | $987728.50    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCCI Treasure Ltd.                                                               | CCCI Treasure Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 222100QYJA4A1WYR6697       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $586853.63    | 0.00%             | 2026-11-21      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1017480.90   | 0.00%             | 2035-01-16      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA, Series X-R                                                                                                           | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1080000 | PA      | $1087518.21   | 0.00%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2668050 | PA      | $2449546.45   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class C                                                                             | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $443517.47    | 0.00%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1671000 | PA      | $1629537.14   | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1357000 | PA      | $889839.46    | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    576000 | PA      | $571343.89    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $608015.33    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $999641.38    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360450.21    | 0.00%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2096546 | PA      | $2363378.16   | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                         | Zebra Technologies Corp.                                                                                                      | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502537.46    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2300000 | PA      | $1518139.26   | 0.00%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1471000 | PA      | $1434682.57   | 0.00%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5309195 | PA      | $4264571.32   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Holding SARL                                                 | Petrorio Luxembourg Holding SARL                                                                                              | CUSIP: N/A<br>LEI: 2221003VQP4JY7T31H94       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $601292.51    | 0.00%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361901.31    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7899273 | PA      | $6857338.23   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    820000 | PA      | $839914.68    | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302729.24    | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535521.93    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260343 | PA      | $247890.96    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    735000 | PA      | $679371.16    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                     | JD.com, Inc.                                                                                                                  | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    509000 | PA      | $505994.12    | 0.00%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $726489.15    | 0.00%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $776058.61    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    778000 | PA      | $436033.21    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAN9<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $195392.29    | 0.00%             | 2027-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636693.37    | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $384486.46    | 0.00%             | 2026-09-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378916.58    | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    882000 | PA      | $857280.09    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    956000 | PA      | $933049.50    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    955000 | PA      | $979740.46    | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K749, Class A2  | CUSIP: 3137H74P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15000000 | PA      | $14009173.31  | 0.04%             | 2029-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series DD                                                                                                   | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    535000 | PA      | $484689.88    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    980000 | PA      | $904855.74    | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    657000 | PA      | $584237.58    | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7561677 | PA      | $6084117.15   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    580000 | PA      | $574887.22    | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C7, Class AS                                                                                 | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $722342.85    | 0.00%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337077.55    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    815000 | PA      | $690808.42    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    605000 | PA      | $477447.94    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $293415.17    | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1157907.06   | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    715000 | PA      | $697721.55    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | DBT              | CORP              | CN        |   1000000 | PA      | $974140.67    | 0.00%             | 2026-04-28      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance 2018 LP                                                | Great-West Lifeco Finance 2018 LP                                                                                             | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $919224.84    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67494 | PA      | $65719.18     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AQ4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506998.37    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    640000 | PA      | $533660.58    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    421000 | PA      | $328111.82    | 0.00%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $400106.66    | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    690000 | PA      | $699592.37    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                           | Los Angeles Community College District, Series 2010E                                                                          | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $605223.53    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1074452.57   | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $481126.58    | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    690000 | PA      | $673395.81    | 0.00%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    720000 | PA      | $701432.92    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMD4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378649.19    | 0.00%             | 2026-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd.                                                                | Transnet SOC Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |   1000000 | PA      | $1006622.55   | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478922.64    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    493000 | PA      | $456683.57    | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                                                    | HB Fuller Co.                                                                                                                 | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296919.95    | 0.00%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1348000 | PA      | $1308239.34   | 0.00%             | 2033-03-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAG1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $393411.03    | 0.00%             | 2027-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                                                                      | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $527803.63    | 0.00%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2952000 | PA      | $2909870.69   | 0.01%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1390574.41   | 0.00%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    645000 | PA      | $674881.36    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eni USA, Inc.                                                                    | Eni USA, Inc.                                                                                                                 | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $503330.74    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                    | Midcap Financial Issuer Trust                                                                                                 | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $370892.27    | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    625000 | PA      | $599534.44    | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    760000 | PA      | $801569.59    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    590000 | PA      | $611196.74    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series C                                                                                      | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    467000 | PA      | $322156.75    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    937000 | PA      | $831397.33    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526145.35    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    910000 | PA      | $915027.07    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    975000 | PA      | $776241.89    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    477000 | PA      | $408506.05    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12411 | PA      | $12148.97     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3350305.78   | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1229613.27   | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $984419.89    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    860000 | PA      | $808211.21    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORESEA Holding SA                                                               | FORESEA Holding SA                                                                                                            | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    301826 | PA      | $286874.20    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    976000 | PA      | $824711.08    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                   | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    805000 | PA      | $770613.95    | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    930000 | PA      | $896187.80    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1423548.41   | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Regions Bank                                                                     | Regions Bank                                                                                                                  | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500311.29    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   2161000 | PA      | $1855441.28   | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425632.59    | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    625000 | PA      | $525264.56    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $423810.00    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                            | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    665000 | PA      | $593678.57    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7106762 | PA      | $6315033.15   | 0.02%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    515000 | PA      | $515590.99    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    830000 | PA      | $868553.98    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58505 | PA      | $53603.47     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298556.84    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805882.36    | 0.00%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $194596.93    | 0.00%             | 2027-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBJ7<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    514000 | PA      | $503672.59    | 0.00%             | 2028-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    835000 | PA      | $849425.70    | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | Valero Energy Partners LP                                                                                                     | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    747000 | PA      | $747657.29    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    860000 | PA      | $870252.79    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1020000 | PA      | $1097206.90   | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $988104.53    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AA                                                                            | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210815.18    | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    815000 | PA      | $543102.88    | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63555900 | PA      | $63794234.63  | 0.19%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1086000 | PA      | $995265.68    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                     | Fortitude Group Holdings LLC                                                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263560.98    | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9227590 | PA      | $7720413.82   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $618139.83    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    875000 | PA      | $825144.10    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6858314 | PA      | $6886122.93   | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACY46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6582134 | PA      | $6425031.05   | 0.02%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $890689.21    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532016.33    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENN Clean Energy International Investment Ltd.                                   | ENN Clean Energy International Investment Ltd.                                                                                | CUSIP: N/A<br>LEI: 3003009YZ3S5V395NR77       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $588484.31    | 0.00%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| FactSet Research Systems, Inc.                                                   | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187725.99    | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    555000 | PA      | $601144.85    | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2634533.87   | 0.01%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-2, Class A3                                                                   | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1099877.13   | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1576644.00   | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156752 | PA      | $154768.90    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    665000 | PA      | $666677.50    | 0.00%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                                     | Constellation Software, Inc.                                                                                                  | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $499226.26    | 0.00%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series J                                                                                   | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    845000 | PA      | $838801.88    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1707040.53   | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA, Series XR                                                                                                | CUSIP: 46115HBN6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    635000 | PA      | $486024.82    | 0.00%             | 2049-09-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    759000 | PA      | $740245.67    | 0.00%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    290000 | PA      | $296676.44    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1074258.20   | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Ltd.                                                                | Gohl Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |   1575000 | PA      | $1540763.62   | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2518000 | PA      | $2326244.28   | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606839.52    | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1630568.91   | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    910000 | PA      | $931972.31    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $908734.62    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1538600.17   | 0.00%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2465403.61   | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    417000 | PA      | $301790.30    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    520000 | PA      | $515368.72    | 0.00%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: —       |
| Nevada Power Co.                                                                 | Nevada Power Co.                                                                                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    585000 | PA      | $590667.48    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45710659 | PA      | $38028545.49  | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $457345.88    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2218873.89   | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61896 | PA      | $55740.56     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54000000 | PA      | $51979218.75  | 0.16%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2057300.37   | 0.01%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1329456.81   | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15582087 | PA      | $13083320.02  | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1655986 | PA      | $1565218.59   | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1202772.99   | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WF3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60493 | PA      | $55721.81     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   9490000 | PA      | $9357507.81   | 0.03%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1178242.45   | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1023371.12   | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6469394 | PA      | $5431952.17   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2010                                                                                              | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2853734.28   | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282043.29    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    380000 | PA      | $291911.54    | 0.00%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1142062.50   | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    690000 | PA      | $573337.68    | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C15, Class A4                                                                    | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975779.79    | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    529000 | PA      | $518411.12    | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                                               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $961386.35    | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                         | Panasonic Holdings Corp.                                                                                                      | CUSIP: 69832AAC0<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $364940.37    | 0.00%             | 2029-07-19      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1725000 | PA      | $1618976.47   | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $738272.23    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1073223.90   | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    810000 | PA      | $803465.99    | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    984000 | PA      | $930485.55    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   5840000 | PA      | $5673319.06   | 0.02%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CICC Hong Kong Finance 2016 MTN Ltd.                                             | CICC Hong Kong Finance 2016 MTN Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900N4NO8N9ILCZC31       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $404153.64    | 0.00%             | 2027-01-18      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    670000 | PA      | $687882.93    | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1084000 | PA      | $1071855.66   | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1317086.28   | 0.00%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    914000 | PA      | $696365.58    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1007776.26   | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 21 Ltd.                                               | CK Hutchison International 21 Ltd.                                                                                            | CUSIP: 12565WAA9<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $286575.33    | 0.00%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Swiss Re Treasury US Corp.                                                       | Swiss Re Treasury US Corp.                                                                                                    | CUSIP: 87089HAB9<br>LEI: 549300G1I1ZMYS87KM16 | Long             | DBT              | CORP              | US        |    290000 | PA      | $244741.74    | 0.00%             | 2042-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EJ3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $801026.22    | 0.00%             | 2030-02-03      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $809282.03    | 0.00%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2600000 | PA      | $1665066.01   | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    834000 | PA      | $543467.32    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Bank Bonds                                                     | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AEBV1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2805000 | PA      | $2800478.66   | 0.01%             | 2025-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1032649.46   | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3505145 | PA      | $3652016.30   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 23 Ltd.                                               | CK Hutchison International 23 Ltd.                                                                                            | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   1315000 | PA      | $1284311.69   | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3581144 | PA      | $2981656.76   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1465000 | PA      | $1509683.61   | 0.00%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $818337.95    | 0.00%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    760000 | PA      | $710516.87    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    455000 | PA      | $381048.02    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3350000 | PA      | $3437170.63   | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $767440.92    | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1124271.70   | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    345000 | PA      | $330850.36    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment 2014 Ltd.                                         | State Grid Overseas Investment 2014 Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    400000 | PA      | $389424.94    | 0.00%             | 2044-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $357419.96    | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359301.05    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Highmark, Inc.                                                                   | Highmark, Inc.                                                                                                                | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    708000 | PA      | $601836.01    | 0.00%             | 2031-05-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                                                                 | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $937005.60    | 0.00%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19884 | PA      | $20131.01     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    921000 | PA      | $893792.93    | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    501000 | PA      | $455013.16    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $898206.86    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1081825.75   | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2986162.34   | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    445000 | PA      | $432318.99    | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    740000 | PA      | $741237.20    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $604662.09    | 0.00%             | 2035-01-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1634915.88   | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235295.03    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires                                                  | Ciudad Autonoma De Buenos Aires                                                                                               | CUSIP: N/A<br>LEI: 5299007MC8RF52X0ON96       | Long             | DBT              | NUSS              | AR        |    900000 | PA      | $895549.87    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSTR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5598074 | PA      | $5625495.41   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $808455.52    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1452951.92   | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1837199.69   | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    495000 | PA      | $507363.23    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $828686.85    | 0.00%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    610000 | PA      | $591533.75    | 0.00%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1293845.56   | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    736000 | PA      | $747218.70    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3490000 | PA      | $3534356.85   | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    668000 | PA      | $657740.12    | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNPC Global Capital Ltd.                                                         | CNPC Global Capital Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900BS1UPERUNF4860       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1086234.75   | 0.00%             | 2030-06-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENA Master Trust                                                                 | ENA Master Trust                                                                                                              | CUSIP: N/A<br>LEI: 549300CBCHB6Q73VG753       | Long             | DBT              | CORP              | PA        |    400000 | PA      | $294566.17    | 0.00%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                         | Texas Private Activity Bond Surface Transportation Corp., Series 2019B                                                        | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $313747.01    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168717.74    | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    736000 | PA      | $559629.84    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $379222.94    | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2019H                                                                                   | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    550000 | PA      | $373717.77    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                            | BMARK, Series 2023-V4, Class B                                                                                                | CUSIP: 081926AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052122.25   | 0.00%             | 2056-11-15      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $647667.79    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $505290.07    | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    798000 | PA      | $579777.78    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1945000 | PA      | $1923351.39   | 0.01%             | 2027-03-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1600000 | PA      | $1437770.09   | 0.00%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    620000 | PA      | $629894.02    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                           | Hercules Capital, Inc.                                                                                                        | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144042.86    | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481589.03    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $670886.70    | 0.00%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479245.81    | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19537500.00  | 0.06%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2020N                                                   | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $337501.57    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: —       |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    657000 | PA      | $566348.91    | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566008.53    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1050501.52   | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    850000 | PA      | $873751.25    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CMHI Finance BVI Co. Ltd.                                                        | CMHI Finance BVI Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KTVUL1BXLNPZ11       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $598428.94    | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    480000 | PA      | $419317.95    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    486000 | PA      | $451748.91    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40893 | PA      | $40842.74     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5132465 | PA      | $4118535.91   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    588000 | PA      | $545857.01    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2009985.79   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    935000 | PA      | $988619.37    | 0.00%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                         | Jones Lang LaSalle, Inc.                                                                                                      | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    810000 | PA      | $863143.64    | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MHP Lux SA                                                                       | MHP Lux SA                                                                                                                    | CUSIP: N/A<br>LEI: 222100RHC7R1WZ1J3M44       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $371571.12    | 0.00%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334258.22    | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                             | Husky Injection Molding Systems Ltd.                                                                                          | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1009593.68   | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    365000 | PA      | $327055.01    | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $922594.74    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    376000 | PA      | $305509.67    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $611888.65    | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    760000 | PA      | $723108.00    | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4059541 | PA      | $3598469.34   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    755000 | PA      | $742912.18    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140APFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6463519 | PA      | $6584075.47   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3000000 | PA      | $2973109.81   | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    835000 | PA      | $784309.91    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   1045000 | PA      | $1066788.09   | 0.00%             | 2029-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90800.29     | 0.00%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1461000 | PA      | $1393072.24   | 0.00%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    740000 | PA      | $730044.17    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2F0<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    920000 | PA      | $932344.55    | 0.00%             | 2026-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514319 | PA      | $473153.09    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    645000 | PA      | $631212.65    | 0.00%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    735000 | PA      | $740960.19    | 0.00%             | 2026-08-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    715000 | PA      | $726499.12    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                                                  | Aon Global Ltd.                                                                                                               | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $792918.72    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0JZ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    990000 | PA      | $985859.24    | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    787000 | PA      | $595395.85    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    962000 | PA      | $954300.73    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1101205.90   | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721205.59    | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $382360.95    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    815000 | PA      | $832538.87    | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $970390.48    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1004037.93   | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60992 | PA      | $63851.01     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163298 | PA      | $158502.91    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                  | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    519000 | PA      | $506796.25    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    670000 | PA      | $620229.36    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                        | Nokia OYJ                                                                                                                     | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    701000 | PA      | $691709.41    | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    688000 | PA      | $438036.55    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    492000 | PA      | $411412.75    | 0.00%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $806800.52    | 0.00%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                                                | PSP Capital, Inc.                                                                                                             | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $83646.62     | 0.00%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    740000 | PA      | $818786.94    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1320187.26   | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1490456.76   | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    760000 | PA      | $726067.87    | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAP1<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $388597.98    | 0.00%             | 2026-05-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Axiata Spv5 Labuan Ltd.                                                          | Axiata Spv5 Labuan Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549002DHJ9LDV9BRC77       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $393234.61    | 0.00%             | 2050-08-19      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191689.09    | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    662000 | PA      | $554295.42    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1081000 | PA      | $938005.79    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $399690.81    | 0.00%             | 2027-05-23      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138080.52    | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    728000 | PA      | $651755.32    | 0.00%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2041613.86   | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    785000 | PA      | $697266.01    | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1053829.22   | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1070772.32   | 0.00%             | 2028-11-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1235659.51   | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1663364.14   | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1800000 | PA      | $1786501.16   | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    497000 | PA      | $444480.71    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    180000 | PA      | $163604.94    | 0.00%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    755000 | PA      | $768978.17    | 0.00%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1136183.91   | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2009E                                                                                   | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1172704.26   | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $394388.57    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kuwait Projects Co. SPC Ltd.                                                     | Kuwait Projects Co. SPC Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900BQTJEWBK1TAN59       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $371157.41    | 0.00%             | 2026-10-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1000022.68   | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $713279.38    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TriMas Corp.                                                                     | TriMas Corp.                                                                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    395000 | PA      | $367710.29    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    484000 | PA      | $368757.24    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    865000 | PA      | $904433.77    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   4855000 | PA      | $4881577.62   | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | Children's Hospital/DC, Series 2020                                                                                           | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    378000 | PA      | $236334.53    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2009F                                                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1269681.46   | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    591000 | PA      | $527485.16    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    838000 | PA      | $785045.08    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2018                                                                                                    | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    353000 | PA      | $345889.51    | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services, Inc.                                         | Harley-Davidson Financial Services, Inc.                                                                                      | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    680000 | PA      | $677658.05    | 0.00%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2928394 | PA      | $2995702.42   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    508000 | PA      | $425659.91    | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215977 | PA      | $215431.54    | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    770000 | PA      | $785500.49    | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    540000 | PA      | $495077.83    | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    825000 | PA      | $752884.93    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $749859.50    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20620.36     | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    940000 | PA      | $880360.23    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    855000 | PA      | $864368.28    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1115764.65   | 0.00%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $365783.45    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAW4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $499294.64    | 0.00%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2413764.67   | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    410000 | PA      | $431516.95    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chalco Hong Kong Investment Co. Ltd.                                             | Chalco Hong Kong Investment Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 549300F6W7ZYN8BF2K08       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $583592.71    | 0.00%             | 2026-07-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1234064.59   | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2324003.57   | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3088000 | PA      | $2098859.36   | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626109.98    | 0.00%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1245393.76   | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1165000 | PA      | $1009107.69   | 0.00%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    895000 | PA      | $815889.70    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |  10575000 | PA      | $10163961.17  | 0.03%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    849000 | PA      | $839852.82    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487301.49    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $535864.82    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3851000 | PA      | $3964113.76   | 0.01%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    715000 | PA      | $684051.32    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class A4                                                                 | CUSIP: 17291EAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8868087 | PA      | $8669729.86   | 0.03%             | 2049-12-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBG1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301567.81    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1000000 | PA      | $1018565.17   | 0.00%             | 2033-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    846000 | PA      | $538573.67    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $505841.21    | 0.00%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    685000 | PA      | $674820.83    | 0.00%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $595289.21    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $772376.08    | 0.00%             | 2027-02-27      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1261971.82   | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376894 | PA      | $365416.14    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   2074813 | PA      | $1469637.79   | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151082.73    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390602.40    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    360000 | PA      | $335734.75    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                                                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    905000 | PA      | $768867.69    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $476905.36    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | Focus Financial Partners LLC                                                                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1000443.89   | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2020-BN27, Class A5                                                                                              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $602339.83    | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1384773.51   | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    785000 | PA      | $771560.95    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBD4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208457.06    | 0.00%             | 2026-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series GG                                                                                                   | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242289.38    | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $813719.16    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519993 | PA      | $492623.65    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    735000 | PA      | $737713.44    | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95890 | PA      | $90843.82     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    676000 | PA      | $661954.97    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16164447 | PA      | $13484154.23  | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $680795.74    | 0.00%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    635000 | PA      | $674572.01    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    995000 | PA      | $983737.31    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    582000 | PA      | $433319.25    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    765000 | PA      | $710011.73    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1129850.19   | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $603479.60    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    675000 | PA      | $583889.12    | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635299.99    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $436529.18    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    815000 | PA      | $721894.86    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                                  | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1048900.99   | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    790000 | PA      | $667292.21    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400470.55    | 0.00%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $288079.47    | 0.00%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1089781.93   | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $331073.55    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    345000 | PA      | $333136.17    | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    465000 | PA      | $386102.48    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co. (The)                                                          | East Ohio Gas Co. (The)                                                                                                       | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    820000 | PA      | $511222.47    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp. (The)                                    | University of Nebraska Facilities Corp. (The), Series 2019A                                                                   | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $35639.82     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2006002 | PA      | $1757351.72   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $29052812.50  | 0.09%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    885000 | PA      | $890731.41    | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1829543.17   | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                                                  | Children's Hospital Corp. (The), Series 2020                                                                                  | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119418.50    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $586855.86    | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    774000 | PA      | $763359.69    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2900000 | PA      | $2140233.91   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343567.51    | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |   1015000 | PA      | $1018829.26   | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2058000 | PA      | $1318510.39   | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336051.27    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1280000 | PA      | $1236484.21   | 0.00%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    790000 | PA      | $777163.73    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1028192.10   | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    975000 | PA      | $962923.07    | 0.00%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    397000 | PA      | $356581.83    | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1006000 | PA      | $993350.74    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33320510 | PA      | $28420397.15  | 0.09%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $809548.52    | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    395000 | PA      | $353062.23    | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series H                                                                                            | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369308.64    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9526910 | PA      | $9692898.55   | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $786653.28    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $371747.40    | 0.00%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $486586.18    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1049603.87   | 0.00%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577378.95    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1119635.70   | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $943349.92    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $832390.96    | 0.00%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1333576.28   | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Empire Resorts, Inc.                                                             | Empire Resorts, Inc.                                                                                                          | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294916.46    | 0.00%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2017A                                              | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    225000 | PA      | $162221.41    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | TT        |    600000 | PA      | $573538.18    | 0.00%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    678000 | PA      | $685500.61    | 0.00%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1316785.58   | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522442 | PA      | $479008.57    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    813000 | PA      | $767037.85    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    685000 | PA      | $694730.12    | 0.00%             | 2053-09-13      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1010000 | PA      | $1000043.53   | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Weibo Corp.                                                                      | Weibo Corp.                                                                                                                   | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    935000 | PA      | $859897.20    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    248000 | PA      | $255001.60    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                         | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    480000 | PA      | $473387.08    | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                     | NBK SPC Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300P1ANDK86KWB419       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $616066.49    | 0.00%             | 2030-06-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    950000 | PA      | $971688.90    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96620000 | PA      | $98907176.56  | 0.30%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1610046.74   | 0.00%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $866578.77    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                          | DBS Group Holdings Ltd.                                                                                                       | CUSIP: 24023KAF5<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     55000 | PA      | $52104.54     | 0.00%             | 2027-03-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    995000 | PA      | $952798.62    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4367000 | PA      | $4018128.71   | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAH7<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $820953.74    | 0.00%             | 2030-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                            | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    355000 | PA      | $298134.49    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1684172.94   | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands, Inc.                                                            | Bloomin' Brands, Inc.                                                                                                         | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $278323.29    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $598061.30    | 0.00%             | 2034-02-28      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                                               | MDC Holdings, Inc.                                                                                                            | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    565000 | PA      | $539145.16    | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1121972.98   | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866407.66    | 0.00%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4574560 | PA      | $4800943.99   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    328000 | PA      | $345493.91    | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    338000 | PA      | $276038.88    | 0.00%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    790000 | PA      | $620958.10    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class C                                                               | CUSIP: 95003QCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $406645.90    | 0.00%             | 2054-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112635 | PA      | $102628.00    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612951.27    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    800000 | PA      | $596278.22    | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1292092.32   | 0.00%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    792000 | PA      | $780839.99    | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2993079 | PA      | $2877460.83   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   2629000 | PA      | $1766382.01   | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1045300.65   | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1118433.84   | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1584928.08   | 0.00%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $626426.85    | 0.00%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210449 | PA      | $201861.50    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    820000 | PA      | $804203.13    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $1005336.45   | 0.00%             | 2028-05-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    592000 | PA      | $462933.94    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    368000 | PA      | $279082.82    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |   1300000 | PA      | $1086354.52   | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1028424.53   | 0.00%             | 2033-04-13      | Variable      | 6.10%                 | 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        |   1000000 | PA      | $1006032.25   | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    570000 | PA      | $557008.79    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                        | New Fortress Energy, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |     24616 | NS      | $133664.88    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    855000 | PA      | $720045.87    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    770000 | PA      | $731780.39    | 0.00%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                            | Hyundai Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $411155.78    | 0.00%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    702000 | PA      | $563721.93    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    710000 | PA      | $721923.63    | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    510000 | PA      | $473261.26    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196423.69    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    874000 | PA      | $883592.88    | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    844000 | PA      | $693494.51    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375014.11    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $455021.92    | 0.00%             | 2038-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206059.42    | 0.00%             | 2028-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1083900.65   | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAK9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    980000 | PA      | $995058.23    | 0.00%             | 2034-03-11      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1393000 | PA      | $1079443.04   | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    810000 | PA      | $724288.58    | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    480000 | PA      | $511900.99    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    465000 | PA      | $434581.06    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   4460000 | PA      | $4401517.78   | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                                                                          | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    335000 | PA      | $339907.40    | 0.00%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $607562.79    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                        | CNX Midstream Partners LP                                                                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $382394.57    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                                                                 | Kennametal, Inc.                                                                                                              | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    488000 | PA      | $487078.41    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $301995.98    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Siam Commercial Bank PCL                                                         | Siam Commercial Bank PCL                                                                                                      | CUSIP: N/A<br>LEI: 54930068OELHUBHH1U03       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $395975.38    | 0.00%             | 2029-02-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA                                                                                                                        | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |    400000 | PA      | $379111.77    | 0.00%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    840000 | PA      | $854769.75    | 0.00%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    605000 | PA      | $593585.16    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    799000 | PA      | $659892.67    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16234 | PA      | $14934.17     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37136419 | PA      | $32455838.75  | 0.10%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    745000 | PA      | $757103.68    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29657389 | PA      | $24776558.30  | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    965000 | PA      | $920781.97    | 0.00%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-A, Class A4                                                                               | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $628869.76    | 0.00%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    610000 | PA      | $586757.90    | 0.00%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    444000 | PA      | $427269.35    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467000 | PA      | $343983.82    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| University of Chicago (The)                                                      | University of Chicago (The)                                                                                                   | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    190000 | PA      | $148188.16    | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    415000 | PA      | $383017.25    | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                         | Berkshire Hathaway, Inc.                                                                                                      | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $982194.44    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18481074 | PA      | $16968051.23  | 0.05%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |   1600000 | PA      | $1584353.02   | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1400000 | PA      | $1428600.84   | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75983000 | PA      | $76588489.53  | 0.23%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1698066.68   | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57572.70     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252472.10    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124467 | PA      | $119207.91    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463672.32    | 0.00%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $789479.52    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    870000 | PA      | $868706.46    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust, Series 2024-6, Class A1A                                                                                | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2496514.48   | 0.01%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    860000 | PA      | $896147.46    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430727.22    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pegasus Hava Tasimaciligi A/S                                                    | Pegasus Hava Tasimaciligi A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000B1MW5PQ58A8T03       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $391153.97    | 0.00%             | 2031-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                     | Synovus Bank                                                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506692.29    | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2013B                                                                                        | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $342230.16    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                            | Holcim Finance US LLC                                                                                                         | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59985.61     | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    495000 | PA      | $476304.44    | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718966 | PA      | $661400.92    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    585000 | PA      | $593489.55    | 0.00%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $651180.06    | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $897478.08    | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | Corewell Health Obligated Group, Series 19A                                                                                   | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $389591.44    | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc., Series G                                                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994100.45    | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BJ2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $354902.08    | 0.00%             | 2049-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Steelcase, Inc.                                                                  | Steelcase, Inc.                                                                                                               | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |    456000 | PA      | $433616.28    | 0.00%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $2058149.21   | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2045236.12   | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13126584 | PA      | $13359467.80  | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2016-2, Class AA                                                                   | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545670 | PA      | $508246.17    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    633000 | PA      | $484693.13    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    385000 | PA      | $326509.50    | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    645000 | PA      | $649698.89    | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    496000 | PA      | $492349.71    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203070.89    | 0.00%             | 2030-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203436.83    | 0.00%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    612000 | PA      | $590169.90    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1459303.42   | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | Dallas County Hospital District, Series 2009C                                                                                 | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50154.28     | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3437000 | PA      | $3374411.43   | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    765000 | PA      | $900940.03    | 0.00%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2669366.90   | 0.01%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                                 | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $959212.08    | 0.00%             | 2029-03-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                           | Talos Production, Inc.                                                                                                        | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    630000 | PA      | $590120.40    | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16725 | PA      | $16310.92     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    895000 | PA      | $923522.11    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                                       | New Mountain Finance Corp.                                                                                                    | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40332.57     | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    634552 | PA      | $586967.54    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1600000 | PA      | $1634716.22   | 0.00%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Baxalta, Inc.                                                                    | Baxalta, Inc.                                                                                                                 | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    520000 | PA      | $479534.99    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    410000 | PA      | $435113.66    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141054.60    | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1214840.19   | 0.00%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $396228.82    | 0.00%             | 2029-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    855000 | PA      | $830132.30    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Foxconn Far East Ltd.                                                            | Foxconn Far East Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900NAQSPFDWVY8H73       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $714761.98    | 0.00%             | 2030-10-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                                     | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142201.02    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting, Inc.                                                     | Acuity Brands Lighting, Inc.                                                                                                  | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    470000 | PA      | $407990.01    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1642719.73   | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    739000 | PA      | $644275.16    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class B                                                                       | CUSIP: 61691UBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $450582.35    | 0.00%             | 2052-11-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423871 | PA      | $1202570.47   | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    548000 | PA      | $467519.17    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    463000 | PA      | $450210.38    | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. III LLC                                                         | Ares Finance Co. III LLC                                                                                                      | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $269153.98    | 0.00%             | 2051-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    845000 | PA      | $854756.16    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    806000 | PA      | $756708.74    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3164000 | PA      | $3122064.66   | 0.01%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2013000 | PA      | $1426233.33   | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    965000 | PA      | $975308.82    | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $582205.76    | 0.00%             | 2029-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1625000 | PA      | $1444909.61   | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   6000000 | PA      | $5437416.65   | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    797104 | PA      | $730688.76    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291366.12    | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16811545 | PA      | $17055685.88  | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                                                                    | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1175000 | PA      | $1204622.11   | 0.00%             | 2053-09-06      | Variable      | 6.35%                 | 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        |   2000000 | PA      | $2010270.34   | 0.01%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    560000 | PA      | $397084.71    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249772.06    | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $349685.73    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1021904.68   | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    600000 | PA      | $590028.19    | 0.00%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                                                       | US Bancorp, Series X                                                                                                          | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1401128.30   | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1458401.50   | 0.00%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $679176.51    | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1405611.81   | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                                                | PSP Capital, Inc.                                                                                                             | CUSIP: 69375V2A0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    415000 | PA      | $401163.37    | 0.00%             | 2026-06-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1513000 | PA      | $1356191.44   | 0.00%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    775000 | PA      | $794756.74    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $818206.29    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370860 | PA      | $366287.00    | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                                   | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | DBT              | CORP              | PH        |    200000 | PA      | $204009.91    | 0.00%             | 2029-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853515.32    | 0.00%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    507000 | PA      | $494966.01    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    851000 | PA      | $906989.59    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1255883.09   | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    445000 | PA      | $420188.63    | 0.00%             | 2027-07-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2018                                                                                              | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2815000 | PA      | $2779346.24   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $881300.74    | 0.00%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                                    | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    297000 | PA      | $292749.67    | 0.00%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: 900151AM3<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $199334.47    | 0.00%             | 2030-01-15      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1555000 | PA      | $1587878.43   | 0.00%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                                | Ziggo Bond Co. BV                                                                                                             | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $407030.17    | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    820000 | PA      | $823709.64    | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $49933.12     | 0.00%             | 2025-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery, Series 2020                                    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    345000 | PA      | $206667.99    | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hong Kong Sukuk 2017 Ltd.                                                        | Hong Kong Sukuk 2017 Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9845004EH88ADEFC6867       | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $792127.68    | 0.00%             | 2027-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570718 | PA      | $521623.55    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $319788.58    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    920000 | PA      | $903761.82    | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    630000 | PA      | $649038.47    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1480000 | PA      | $1339215.67   | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $612472.67    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings, Inc.                                                             | AmFam Holdings, Inc.                                                                                                          | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $370008.12    | 0.00%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    690000 | PA      | $685584.18    | 0.00%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255371.48    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425375.05    | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $568294.00    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294775.72    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L9KW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157211 | PA      | $149101.23    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48005 | PA      | $44218.98     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $555518.57    | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1560811 | PA      | $1426223.97   | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $374242.25    | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    415000 | PA      | $412480.85    | 0.00%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                          | Nissan Auto Lease Trust, Series 2025-A, Class A3                                                                              | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009999.40   | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481151.56    | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1000000 | PA      | $836502.15    | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 Ltd.                                               | CK Hutchison International 19 Ltd.                                                                                            | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |   1017000 | PA      | $979449.17    | 0.00%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1514155.35   | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CICC Hong Kong Finance 2016 MTN Ltd.                                             | CICC Hong Kong Finance 2016 MTN Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900N4NO8N9ILCZC31       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $607196.00    | 0.00%             | 2026-07-18      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    529000 | PA      | $499243.24    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    470000 | PA      | $309910.97    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1704391.90   | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1444061.00   | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    920000 | PA      | $924796.96    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    710000 | PA      | $612309.27    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1512246.46   | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $803206.65    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    865000 | PA      | $843839.70    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401062.84    | 0.00%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAC5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $589288.97    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                     | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    494000 | PA      | $494017.81    | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health, Series 2020                                                                                                    | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $226141.75    | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    485000 | PA      | $434097.29    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336TAE0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218095.95    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    965000 | PA      | $638273.02    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     60000 | PA      | $58154.81     | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3100000 | PA      | $2774742.84   | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2000000 | PA      | $2058167.48   | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56271 | PA      | $55055.71     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                                                                             | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $988423.84    | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    500000 | PA      | $467895.93    | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $785486.31    | 0.00%             | 2027-10-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    945000 | PA      | $972189.22    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                           | Compass Group Diversified Holdings LLC                                                                                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $277161.58    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1436080.71   | 0.00%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    751900 | PA      | $715420.94    | 0.00%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1180000 | PA      | $1007113.06   | 0.00%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3647004 | PA      | $3783928.47   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECE3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    945000 | PA      | $958668.34    | 0.00%             | 2028-08-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                                    | Fortive Corp.                                                                                                                 | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    487000 | PA      | $384595.82    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $675619.44    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V5, Class B                                                                             | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011575.90   | 0.00%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1375000 | PA      | $1424281.32   | 0.00%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282448.65    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBZ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $477431.59    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283660.22    | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Cincinnati Financial Corp.                                                       | Cincinnati Financial Corp.                                                                                                    | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    728000 | PA      | $764202.63    | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1095281.60   | 0.00%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    675000 | PA      | $727156.62    | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTGC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3033197 | PA      | $2985957.44   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 147473000 | PA      | $152035445.94 | 0.46%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $782355.74    | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    752000 | PA      | $758338.16    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4040933 | PA      | $3977116.66   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    689000 | PA      | $578065.98    | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    768000 | PA      | $662725.72    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196136.45    | 0.00%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    778000 | PA      | $595624.68    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $583612.91    | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    890000 | PA      | $900586.31    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    415000 | PA      | $365498.58    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $872042.45    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $499919.37    | 0.00%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | Metropolitan Transportation Authority, Series 2010E                                                                           | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    170000 | PA      | $184978.88    | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| CDBL Funding 1                                                                   | CDBL Funding 1                                                                                                                | CUSIP: N/A<br>LEI: 254900PLOF8VWTAH3F83       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $588913.04    | 0.00%             | 2027-10-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $191930.72    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2445898.69   | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278409 | PA      | $272046.05    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    595000 | PA      | $605254.99    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $385848.77    | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $424783.96    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    630000 | PA      | $416395.71    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    355000 | PA      | $375713.70    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    385000 | PA      | $339352.24    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sats Treasury Pte. Ltd.                                                          | Sats Treasury Pte. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $404545.69    | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance plc                                                | Swiss RE Subordinated Finance plc                                                                                             | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400221.64    | 0.00%             | 2046-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286366.73    | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582962 | PA      | $568754.11    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The), Series 2018                                                                               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    672000 | PA      | $534367.58    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91583 | PA      | $84247.42     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1695000 | PA      | $1721543.01   | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1409639.90   | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Sovereign Sukuk SAOC                                                                                                     | CUSIP: N/A<br>LEI: 549300KM6RUZQLK8LU36       | Long             | DBT              | NUSS              | OM        |   1600000 | PA      | $1586859.07   | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $1928712.91   | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVEU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11081338 | PA      | $8821347.50   | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | 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        |    600000 | PA      | $604709.46    | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497422.21    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L7LF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97645 | PA      | $89509.39     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6314157 | PA      | $5779908.93   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1418678.73   | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    419000 | PA      | $485431.11    | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Usiminas International SARL                                                      | Usiminas International SARL                                                                                                   | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $398465.91    | 0.00%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1401872.41   | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88829000 | PA      | $89141289.45  | 0.27%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    490000 | PA      | $458704.69    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1883000 | PA      | $1656761.16   | 0.00%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    809000 | PA      | $876292.75    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $282537.69    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc.                                                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2042083.61   | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1600000 | PA      | $1348315.24   | 0.00%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   2400000 | PA      | $1744152.64   | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $630398.52    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $299065.33    | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    815000 | PA      | $863881.29    | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    805000 | PA      | $766518.82    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series P                                                                                                      | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    522000 | PA      | $474484.19    | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    885000 | PA      | $728362.32    | 0.00%             | 2047-03-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc.                                                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    775000 | PA      | $768667.60    | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series 20-A                                                                                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    635000 | PA      | $540530.91    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522573.76   | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1540656.99   | 0.00%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6CH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1143495 | PA      | $1118384.68   | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCIF Hong Kong Ltd.                                                             | CSCIF Hong Kong Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900I8Y7Q0BV4W5W20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $399676.83    | 0.00%             | 2027-05-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $895943.96    | 0.00%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    490000 | PA      | $446088.43    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Cantor Fitzgerald LP                                                             | Cantor Fitzgerald LP                                                                                                          | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    545000 | PA      | $541102.76    | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1744599.50   | 0.01%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    948000 | PA      | $927692.31    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    512000 | PA      | $378789.54    | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    410000 | PA      | $318354.35    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $733235.69    | 0.00%             | 2032-03-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    565000 | PA      | $488703.77    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2441002.04   | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71939 | PA      | $71273.52     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1305000 | PA      | $1334543.84   | 0.00%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| Amipeace Ltd.                                                                    | Amipeace Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300Z8IOSIIKWF5763       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $579137.78    | 0.00%             | 2026-11-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    575000 | PA      | $549765.40    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $935283.20    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    906000 | PA      | $685716.16    | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    769000 | PA      | $756127.45    | 0.00%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72468700 | PA      | $73391543.60  | 0.22%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2938478.33   | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DIB Tier 1 Sukuk 4 Ltd.                                                          | DIB Tier 1 Sukuk 4 Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300IQG21X8RDVRG95       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $982028.48    | 0.00%             | 2026-05-19      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557827.19    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2D8<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625416.03    | 0.00%             | 2028-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $359359.72    | 0.00%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1928000 | PA      | $1923134.97   | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp.                                                                | Eaton Vance Corp.                                                                                                             | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1062848.68   | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    802000 | PA      | $839304.48    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $750442.02    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                                                       | BroadStreet Partners, Inc.                                                                                                    | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    730000 | PA      | $704926.00    | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1495100.06   | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    568000 | PA      | $294980.46    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439865.62    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Werner FinCo. LP                                                                 | Werner FinCo LP                                                                                                               | CUSIP: 95076PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $440998.29    | 0.00%             | 2028-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    512000 | PA      | $453983.38    | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    947000 | PA      | $801524.79    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    790000 | PA      | $617580.51    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    905000 | PA      | $851370.50    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512788.58    | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1254702.73   | 0.00%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154923.64    | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    685000 | PA      | $518935.60    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1213231.24   | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |    465000 | PA      | $459263.02    | 0.00%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    640000 | PA      | $473303.28    | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $558248.09    | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $296472.79    | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183811.43    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1343946.58   | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |   1950000 | PA      | $1966914.59   | 0.01%             | 2028-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    412000 | PA      | $247371.56    | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    865000 | PA      | $873096.61    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $757564.81    | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $339352.62    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19506758 | PA      | $15712759.76  | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    602000 | PA      | $676130.69    | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470901.52    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188146 | PA      | $172835.50    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    870000 | PA      | $814148.60    | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    342000 | PA      | $339111.31    | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                  | NewMarket Corp.                                                                                                               | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351638.13    | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400556.78    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201253 | PA      | $193540.75    | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1066730.89   | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249898.98    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    580000 | PA      | $560065.02    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9794529 | PA      | $9806224.42   | 0.03%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    596000 | PA      | $586305.89    | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1830319.56   | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Historic TW, Inc.                                                                | Historic TW, Inc.                                                                                                             | CUSIP: 887315AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $168394.43    | 0.00%             | 2036-01-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $680928.47    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1280000 | PA      | $1298520.72   | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    780000 | PA      | $775229.66    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2720000 | PA      | $2693396.66   | 0.01%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| F-Brasile SpA                                                                    | F-Brasile SpA, Series XR                                                                                                      | CUSIP: 30191BAB7<br>LEI: 815600561ACAEC2E9603 | Long             | DBT              | CORP              | IT        |    503000 | PA      | $503492.75    | 0.00%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                                | Masterbrand, Inc.                                                                                                             | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    690000 | PA      | $691568.39    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    493000 | PA      | $381983.71    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    765000 | PA      | $416534.92    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1752604.07   | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1535000 | PA      | $1587390.76   | 0.00%             | 2027-10-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                                          | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    800000 | PA      | $771867.98    | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AG TTMT Escrow Issuer LLC                                                        | AG TTMT Escrow Issuer LLC                                                                                                     | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $535016.01    | 0.00%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1331515.81   | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $857722.31    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $336531.12    | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1185972.66   | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                       | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $1001812.34   | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1703831.74   | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                                             | Gold Fields Orogen Holdings BVI Ltd.                                                                                          | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $415221.46    | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5823125.00   | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1005000 | PA      | $1147777.56   | 0.00%             | 2033-11-21      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAQ6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    995000 | PA      | $1013721.53   | 0.00%             | 2027-05-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    550000 | PA      | $464151.84    | 0.00%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479083.66    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $573939.74    | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4989000 | PA      | $4932622.66   | 0.01%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $512685.50    | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                          | CD&R Smokey Buyer, Inc.                                                                                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $705707.42    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series E                                                                                               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    333000 | PA      | $351325.09    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1169718.39   | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                    | Bank of New York Mellon (The)                                                                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415594.46    | 0.00%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3960586 | PA      | $3182841.47   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    792320 | PA      | $711653.30    | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331490.68    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    676000 | PA      | $705426.59    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321594 | PA      | $295274.98    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    670000 | PA      | $647256.48    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1303139.41   | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    474000 | PA      | $280484.80    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    569000 | PA      | $415169.96    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    530000 | PA      | $514337.54    | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    536000 | PA      | $584829.21    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro SA                                                        | Consorcio Transmantaro SA                                                                                                     | CUSIP: N/A<br>LEI: 549300NL65DC6HVEJX96       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $379671.68    | 0.00%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    470000 | PA      | $482762.71    | 0.00%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1550000 | PA      | $1563350.43   | 0.00%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80301000 | PA      | $81386318.20  | 0.25%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144440.47    | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    870000 | PA      | $879899.58    | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $648327.50    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |    600000 | PA      | $548220.29    | 0.00%             | 2029-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3146761.73   | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  83588474 | PA      | $68161612.54  | 0.21%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $1022373.95   | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1296918.89   | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161223 | PA      | $159776.73    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3000000 | PA      | $2978587.45   | 0.01%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654182 | PA      | $604424.56    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                                      | Mitsubishi HC Capital, Inc.                                                                                                   | CUSIP: 60682LAH5<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $566110.14    | 0.00%             | 2027-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1240000 | PA      | $911898.32    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $749503.02    | 0.00%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    649000 | PA      | $580934.18    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $391290.95    | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia, Series 2017C                                                                                          | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $37256.43     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742685.16    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1243000 | PA      | $1209488.47   | 0.00%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $800569.20    | 0.00%             | 2027-11-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $1698736.62   | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269229.34    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc.                                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1237865.33   | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    346000 | PA      | $335800.70    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $375711.91    | 0.00%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    800000 | PA      | $563053.55    | 0.00%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    335000 | PA      | $295751.55    | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GDZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2498215 | PA      | $2272961.47   | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1228355.65   | 0.00%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                                     | Centrica plc                                                                                                                  | CUSIP: 15639KAB8<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $372150.92    | 0.00%             | 2043-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    365000 | PA      | $318834.78    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135715.97    | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $713634.08    | 0.00%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    442000 | PA      | $382617.07    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1227852 | PA      | $1205710.19   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204627.37    | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25171875.00  | 0.08%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MultiCare Health System                                                          | MultiCare Health System                                                                                                       | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    435000 | PA      | $256403.73    | 0.00%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    705000 | PA      | $521748.49    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1185521.06   | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    935000 | PA      | $719761.17    | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $590867.43    | 0.00%             | 2035-01-03      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    345000 | PA      | $273545.03    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1169703.07   | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1154429.83   | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1106393.56   | 0.00%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $479602.57    | 0.00%             | 2049-08-08      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                            | Long Ridge Energy LLC                                                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    575000 | PA      | $548481.37    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2131387.98   | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    652000 | PA      | $503870.65    | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    505000 | PA      | $555677.15    | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509236.64    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1750000 | PA      | $1726192.14   | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $1707952.21   | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $130050.71    | 0.00%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2273601.57   | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Khazanah Global Sukuk Bhd.                                                       | Khazanah Global Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | CORP              | MY        |    800000 | PA      | $805924.22    | 0.00%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    885000 | PA      | $871222.11    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $698701.75    | 0.00%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452161.42    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    800000 | PA      | $831216.53    | 0.00%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1310675.81   | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $231365.41    | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $498820.18    | 0.00%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401357.54    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1620000 | PA      | $1560776.80   | 0.00%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7831835 | PA      | $6516310.74   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                                          | Scripps Escrow II, Inc.                                                                                                       | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $388222.52    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    576000 | PA      | $497116.21    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    640000 | PA      | $677143.91    | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    882000 | PA      | $779489.01    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc.                                           | Intelligent Packaging Ltd. Finco, Inc.                                                                                        | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    835000 | PA      | $832945.36    | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    990000 | PA      | $925405.12    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    957000 | PA      | $777525.76    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $916638.48    | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $749621.57    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    830000 | PA      | $844587.29    | 0.00%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hongkong International Qingdao Co. Ltd.                                          | Hongkong International Qingdao Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300SGT6G2H5JRJN32       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $604192.30    | 0.00%             | 2027-09-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1014590.93   | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $613688.44    | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc.                                                                                                          | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98781.38     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                     | ams-OSRAM AG                                                                                                                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    410000 | PA      | $415377.97    | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Coronado Finance Pty. Ltd.                                                       | Coronado Finance Pty. Ltd.                                                                                                    | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    413000 | PA      | $281918.33    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | Virginia Power Fuel Securitization LLC, Series A-2                                                                            | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2538516.05   | 0.01%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2137237.31   | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    760000 | PA      | $814588.23    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1184550.66   | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    660000 | PA      | $685703.42    | 0.00%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206134.06    | 0.00%             | 2030-01-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25229836 | PA      | $20026198.92  | 0.06%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                                                                          | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    621000 | PA      | $582837.54    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    845000 | PA      | $800343.88    | 0.00%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    960000 | PA      | $958321.39    | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2514000 | PA      | $2090962.35   | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    730000 | PA      | $633752.22    | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1316395.20   | 0.00%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    633000 | PA      | $565875.76    | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 08-A                                                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $614509.97    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    525000 | PA      | $453920.85    | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    510000 | PA      | $496171.63    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    990000 | PA      | $892262.75    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19980015 | PA      | $15899753.77  | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502292.17    | 0.00%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1839000 | PA      | $2020797.69   | 0.01%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $380163.73    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2078571.49   | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    665000 | PA      | $550842.61    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    960000 | PA      | $875460.73    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series AA                                                                                              | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    295000 | PA      | $262347.60    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    795000 | PA      | $688399.10    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    790000 | PA      | $836244.96    | 0.00%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    400000 | PA      | $68062.88     | 0.00%             | 2035-11-02      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $394665.79    | 0.00%             | 2063-08-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1870000 | PA      | $1992765.59   | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $979366.67    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    414000 | PA      | $419532.06    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1170000 | PA      | $852691.56    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6330131 | PA      | $5608450.24   | 0.02%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                               | NMI Holdings, Inc.                                                                                                            | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192282.33    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $1095703.87   | 0.00%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $204301.51    | 0.00%             | 2035-03-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    795000 | PA      | $762950.33    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    485000 | PA      | $550333.07    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    560000 | PA      | $553784.57    | 0.00%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1498000 | PA      | $1437720.11   | 0.00%             | 2027-12-15      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| CRCC Hean Ltd.                                                                   | CRCC Hean Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 655600JBL38JBHLO9190       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195046.43    | 0.00%             | 2026-05-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    610000 | PA      | $530324.37    | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | Broadstone Net Lease LLC                                                                                                      | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    590000 | PA      | $496827.38    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp.                                                                   | Broadcom Corp.                                                                                                                | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1007753.54   | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582196.30    | 0.00%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $788234.20    | 0.00%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    749000 | PA      | $729876.75    | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $767159.19    | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $633716.87    | 0.00%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $863804.17    | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L9V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285181 | PA      | $261165.55    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    437425 | PA      | $437849.48    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2390033 | PA      | $2478053.77   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317265.70    | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57711000 | PA      | $58684873.13  | 0.18%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    615000 | PA      | $515318.60    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1790000 | PA      | $1541865.89   | 0.00%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1265000 | PA      | $1289442.61   | 0.00%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    938000 | PA      | $867328.48    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95745.21     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $833171.37    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2327141 | PA      | $1966566.42   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1365000 | PA      | $1355436.90   | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    705000 | PA      | $706821.82    | 0.00%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAB0<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $806799.93    | 0.00%             | 2039-11-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13602099 | PA      | $11609838.00  | 0.03%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1785000 | PA      | $1660227.06   | 0.01%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp.                                                       | Franklin BSP Capital Corp.                                                                                                    | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20347.83     | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    827000 | PA      | $676048.88    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dukhan Tier 1 Sukuk Ltd.                                                         | Dukhan Tier 1 Sukuk Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300OZUVI5LYGOQM18       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $389000.00    | 0.00%             | 2026-07-14      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    685000 | PA      | $656684.63    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    600000 | PA      | $529854.97    | 0.00%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0VZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2673344 | PA      | $2736631.51   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    730000 | PA      | $700900.90    | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    538000 | PA      | $539419.62    | 0.00%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344585.94    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233671.19    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 2                                                            | Scentre Group Trust 2                                                                                                         | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |    810000 | PA      | $790235.66    | 0.00%             | 2080-09-24      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $400766.57    | 0.00%             | 2028-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                              | Pennsylvania State University (The), Series 2020D                                                                             | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    250000 | PA      | $162984.79    | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2168065.56   | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |  10145000 | PA      | $10210848.03  | 0.03%             | 2028-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2865000 | PA      | $2768362.01   | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Three LLC                                                     | Goodman US Finance Three LLC                                                                                                  | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $526502.22    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Taizhou Urban Construction and Investment Development Group Co. Ltd.             | Taizhou Urban Construction & Investment Development Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 3003009757VFP4VML748       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200723.03    | 0.00%             | 2027-07-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                      | Ohio State University (The), Series 2011A                                                                                     | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $171008.10    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    965000 | PA      | $897173.04    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152704.54    | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    410000 | PA      | $377303.31    | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1362052.46   | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    545000 | PA      | $547738.27    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $708795.80    | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    810000 | PA      | $834608.91    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352946.90    | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117586.24    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| China State Construction Finance Cayman I Ltd.                                   | China State Construction Finance Cayman I Ltd.                                                                                | CUSIP: N/A<br>LEI: 213800XHCLLVOTK3TV79       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392072.55    | 0.00%             | 2026-06-08      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604731.69    | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAY2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $927247.22    | 0.00%             | 2033-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    655000 | PA      | $658334.98    | 0.00%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    474000 | PA      | $445281.22    | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $513819.08    | 0.00%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    475000 | PA      | $352350.95    | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681MAE8<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $784858.83    | 0.00%             | 2027-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                                      | Amdocs Ltd.                                                                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    837000 | PA      | $743163.74    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9427823 | PA      | $9065281.82   | 0.03%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347018.38    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    690000 | PA      | $708366.28    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    468000 | PA      | $469703.03    | 0.00%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust II                                                     | High Street Funding Trust II                                                                                                  | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $316647.02    | 0.00%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6019280 | PA      | $5619391.14   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    655000 | PA      | $668253.09    | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    991000 | PA      | $968643.89    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series D                                                                                   | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    655000 | PA      | $726089.03    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    635000 | PA      | $609912.84    | 0.00%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    451000 | PA      | $281057.04    | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   2990000 | PA      | $3520237.13   | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Emirates Development Bank PJSC                                                   | Emirates Development Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 5493002OSL5GLN4HID57       | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $578823.50    | 0.00%             | 2026-06-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |   1183369 | PA      | $662002.47    | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5966352 | PA      | $5176068.01   | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1983000 | PA      | $1458137.76   | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1316926.53   | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366356.05    | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    810000 | PA      | $743469.23    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    550000 | PA      | $395813.79    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                              | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    281000 | PA      | $285925.89    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                                     | Methanex US Operations, Inc.                                                                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $543715.63    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    645000 | PA      | $657777.64    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1620839.57   | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4436840 | PA      | $4458233.41   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5411109 | PA      | $4505457.26   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    715000 | PA      | $479135.60    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    565000 | PA      | $554168.11    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2159000 | PA      | $1505303.09   | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                         | Radiology Partners, Inc.                                                                                                      | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    727437 | PA      | $678672.30    | 0.00%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374177.31    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    715000 | PA      | $666877.18    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1249543.65   | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35862000 | PA      | $36198206.25  | 0.11%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    539000 | PA      | $472726.63    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 201                                                                           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $800895.08    | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    694000 | PA      | $676737.19    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $390711.38    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VIII Ltd.                                          | China Overseas Finance Cayman VIII Ltd.                                                                                       | CUSIP: N/A<br>LEI: 300300JLMTEWBKJNL662       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $908523.44    | 0.00%             | 2030-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $574566.33    | 0.00%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: N/A<br>LEI: 549300VUVMRL6RE7R376       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $596736.72    | 0.00%             | 2029-07-24      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                        | Manitowoc Co., Inc. (The)                                                                                                     | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314631.91    | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1094837.01   | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614792.33    | 0.00%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hunt Cos., Inc.                                                                  | Hunt Cos., Inc.                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    635000 | PA      | $602767.43    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1764199 | PA      | $1496213.07   | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    735000 | PA      | $712512.79    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1620000 | PA      | $1659708.62   | 0.01%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                                                                  | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    660000 | PA      | $677745.14    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    950000 | PA      | $979571.22    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1765975.36   | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    575000 | PA      | $526716.26    | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301738.71    | 0.00%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14700.06     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Zhongyuan Zhicheng Co. Ltd.                                                      | Zhongyuan Zhicheng Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 300300EML582HGX8DB82       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $390735.89    | 0.00%             | 2026-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1345000 | PA      | $1299589.28   | 0.00%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3200000 | PA      | $3221789.77   | 0.01%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1288129.74   | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667885 | PA      | $617085.03    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $488058.99    | 0.00%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    339000 | PA      | $276983.04    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                           | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    605000 | PA      | $587061.52    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    447000 | PA      | $338560.83    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ascot Group Ltd.                                                                 | Ascot Group Ltd.                                                                                                              | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    595000 | PA      | $522112.24    | 0.00%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                                   | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $576533.52    | 0.00%             | 2027-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45222 | PA      | $43735.71     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1267653.24   | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1152943.26   | 0.00%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1253048.00   | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5377000 | PA      | $5198548.23   | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2409161.88   | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    505000 | PA      | $316231.27    | 0.00%             | 2031-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Alaska Airlines Pass-Through Trust                                               | Alaska Airlines Pass-Through Trust, Series 2020-1, Class A                                                                    | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870555 | PA      | $863338.29    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| William Marsh Rice University                                                    | William Marsh Rice University                                                                                                 | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    390000 | PA      | $308532.33    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   2330000 | PA      | $2370192.23   | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3255000 | PA      | $3264779.40   | 0.01%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $735476.26    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $294841.16    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |  10585000 | PA      | $10387905.17  | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                                              | LSEGA Financing plc                                                                                                           | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $682727.16    | 0.00%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | Pharmacia LLC                                                                                                                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $783224.84    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Belo Corp.                                                                       | Belo Corp.                                                                                                                    | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $231876.11    | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    808000 | PA      | $640399.86    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | Pernod Ricard SA                                                                                                              | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    815000 | PA      | $804151.93    | 0.00%             | 2026-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2518675.45   | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    965000 | PA      | $844501.51    | 0.00%             | 2033-01-12      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $804016.93    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $558572.79    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456718.93    | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    570000 | PA      | $550952.19    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1489076 | PA      | $748308.45    | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   5000000 | PA      | $4879627.21   | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499229.25    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266604 | PA      | $249037.41    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1082166.69   | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    750000 | PA      | $698263.84    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                                | National Central Cooling Co. PJSC                                                                                             | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203831.06    | 0.00%             | 2030-03-05      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $396511.39    | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                                  | Interface, Inc.                                                                                                               | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307684.95    | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    560000 | PA      | $539980.95    | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648557.14    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591671 | PA      | $560195.55    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    645000 | PA      | $619513.12    | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $307204.53    | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                          | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    311000 | PA      | $309987.69    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    460000 | PA      | $446404.74    | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    635000 | PA      | $590515.94    | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| RH International Singapore Corp. Pte. Ltd.                                       | RH International Singapore Corp. Pte. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 213800DFBAY9ELFJAI17       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197309.78    | 0.00%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2543924.93   | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $593329.02    | 0.00%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2200000 | PA      | $2280513.15   | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $394677.57    | 0.00%             | 2033-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XQQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2345712 | PA      | $2371165.50   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $417915.97    | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    410000 | PA      | $387823.66    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BankUnited, Inc.                                                                 | BankUnited, Inc.                                                                                                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    615000 | PA      | $591886.15    | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1390126.15   | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                              | Baytex Energy Corp.                                                                                                           | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $513054.73    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501393.52    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5726773 | PA      | $4611520.49   | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLCE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256297 | PA      | $1195159.96   | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $491755.68    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $480421.63    | 0.00%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586920.51    | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1263000 | PA      | $1088949.27   | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $430910.45    | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3145000 | PA      | $3185922.66   | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6724642 | PA      | $6838689.85   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    910000 | PA      | $920411.36    | 0.00%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $358526.06    | 0.00%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| J Paul Getty Trust (The)                                                         | J Paul Getty Trust (The)                                                                                                      | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475000.00    | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145838.76    | 0.00%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2376713.31   | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1671000 | PA      | $1736325.79   | 0.01%             | 2037-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    755000 | PA      | $758665.13    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    250000 | PA      | $268384.59    | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5356721 | PA      | $4886616.67   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Riyad T1 Sukuk Ltd.                                                              | Riyad T1 Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900U0H7PYCRKOV841       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $391100.54    | 0.00%             | 2029-10-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    447000 | PA      | $407487.00    | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Vontier Corp.                                                                    | Vontier Corp.                                                                                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    709000 | PA      | $663104.13    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1427560.61   | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                        | LKQ Corp.                                                                                                                     | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $479837.02    | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    590000 | PA      | $492346.62    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    528000 | PA      | $389301.10    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    971000 | PA      | $824310.64    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1540000 | PA      | $1435372.03   | 0.00%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583428.10    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp.                                                 | United Nations Development Corp., Series 2025A                                                                                | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $176250.23    | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                               | Under Armour, Inc.                                                                                                            | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    581000 | PA      | $563502.79    | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aegea Finance SARL                                                               | Aegea Finance SARL                                                                                                            | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $833986.80    | 0.00%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    638000 | PA      | $481925.49    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | Credit Suisse USA LLC                                                                                                         | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1386695.81   | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    201000 | PA      | $209599.84    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada, Series US-5                                                                      | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $694750.91    | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    605000 | PA      | $596814.04    | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1035000 | PA      | $1065744.43   | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1067058.48   | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222090.23    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series EE                                                                                                   | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    405000 | PA      | $257933.04    | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1400000 | PA      | $1348470.09   | 0.00%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1097000 | PA      | $1072016.11   | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1293000 | PA      | $1292445.76   | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3603000 | PA      | $3483423.02   | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                                                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $609021.78    | 0.00%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $274556.56    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co. LLC                                                           | ITR Concession Co. LLC                                                                                                        | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |    288000 | PA      | $284832.96    | 0.00%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1986750 | PA      | $1853681.23   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBSN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67035 | PA      | $64251.76     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1125506.88   | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1583453.24   | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                             | Allegiant Travel Co.                                                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    579000 | PA      | $535208.16    | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                                                | International Game Technology plc                                                                                             | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $705452.53    | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    680000 | PA      | $676554.84    | 0.00%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    558000 | PA      | $397099.84    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                                                 | SiriusPoint Ltd.                                                                                                              | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $56943.84     | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1247763.16   | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1281091.10   | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp.                                                                                                          | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    523000 | PA      | $430829.56    | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429336.23    | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684645.06    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $193421.43    | 0.00%             | 2027-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    695000 | PA      | $619172.43    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601376.68    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    705000 | PA      | $732714.97    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    780000 | PA      | $671465.37    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| El Paso Natural Gas Co. LLC                                                      | El Paso Natural Gas Co. LLC                                                                                                   | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $384670.94    | 0.00%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1605363.76   | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $13416.59     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TTM Technologies, Inc.                                                           | TTM Technologies, Inc.                                                                                                        | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    495000 | PA      | $460800.62    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1629000 | PA      | $1617644.48   | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Andrew W Mellon Foundation (The)                                                 | Andrew W Mellon Foundation (The), Series 2020                                                                                 | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    523000 | PA      | $488852.80    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460397.02    | 0.00%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259076.21    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775764 | PA      | $700134.56    | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    427000 | PA      | $450260.90    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCM1<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    415000 | PA      | $342531.48    | 0.00%             | 2046-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1356271.23   | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    722000 | PA      | $661320.08    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    448000 | PA      | $466747.04    | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220784.11    | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    455000 | PA      | $364439.95    | 0.00%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1176320.60   | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    627000 | PA      | $609476.09    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4033636 | PA      | $3044173.24   | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330962.55    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9014486 | PA      | $7349100.63   | 0.02%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $710452.79    | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1176809.02   | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319064.65    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    879000 | PA      | $859900.49    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1478172.08   | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    723000 | PA      | $720952.72    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $247169.19    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    520000 | PA      | $418371.48    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    467000 | PA      | $387109.76    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1072543.94   | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83116600 | PA      | $76843894.09  | 0.23%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Isdb Trust Services NO 2 SARL                                                    | Isdb Trust Services NO 2 SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |    200000 | PA      | $203817.63    | 0.00%             | 2028-03-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3655066.34   | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| M&G plc                                                                          | M&G plc                                                                                                                       | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |    450000 | PA      | $458202.43    | 0.00%             | 2048-10-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC                                                                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167534.09    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corp.                                                          | Castle US Holding Corp.                                                                                                       | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    205000 | PA      | $99785.41     | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                                                                        | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $616212.47    | 0.00%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp. Ltd.                                                     | Oil & Natural Gas Corp. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $189042.39    | 0.00%             | 2029-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4184942 | PA      | $3816863.08   | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    530000 | PA      | $506733.43    | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sodexo, Inc.                                                                     | Sodexo, Inc.                                                                                                                  | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $400827.34    | 0.00%             | 2031-04-16      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1973608.31   | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    855000 | PA      | $866109.81    | 0.00%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1200000 | PA      | $1006270.42   | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $977065.81    | 0.00%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                              | White Cap Buyer LLC                                                                                                           | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $651082.52    | 0.00%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BX9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521331.88    | 0.00%             | 2033-09-12      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| InRetail Consumer                                                                | InRetail Consumer                                                                                                             | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $560955.94    | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    642000 | PA      | $671506.07    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series CC                                                                                                   | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734204.93    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $424420.19    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1008608.10   | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3645000 | PA      | $3700302.21   | 0.01%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    765000 | PA      | $696628.90    | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Upbound Group, Inc.                                                              | Upbound Group, Inc.                                                                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $415496.25    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp.                                                                  | GS Caltex Corp.                                                                                                               | CUSIP: N/A<br>LEI: 988400KLBPXB4WMBUX18       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $408496.29    | 0.00%             | 2028-08-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority, Series 2010B                                                                  | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1310882.11   | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1600000 | PA      | $1603684.28   | 0.00%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                                              | Republic of Finland                                                                                                           | CUSIP: 31788DAJ3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    450000 | PA      | $388913.08    | 0.00%             | 2030-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1020000 | PA      | $792528.18    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1019942.44   | 0.00%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    505000 | PA      | $324174.19    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                             | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    324000 | PA      | $217424.52    | 0.00%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1177328.06   | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series E                                                                                      | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $276954.81    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                         | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    515000 | PA      | $439199.24    | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    605000 | PA      | $564776.96    | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |    515000 | PA      | $499717.86    | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1547048.32   | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653843.88    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    966000 | PA      | $941902.11    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    720000 | PA      | $732164.77    | 0.00%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                            | Resideo Funding, Inc.                                                                                                         | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    330000 | PA      | $303872.60    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7253645 | PA      | $6952605.98   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $561901.26    | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $424922.50    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    470000 | PA      | $318335.19    | 0.00%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $762265.71    | 0.00%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAM4<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $608448.86    | 0.00%             | 2028-01-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1233808.50   | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204132.64    | 0.00%             | 2030-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                           | LLPL Capital Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | SG        |    581760 | PA      | $573230.96    | 0.00%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    795000 | PA      | $623165.81    | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2363997.47   | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1410097.86   | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2015-2, Class AA                                                                 | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302869 | PA      | $292650.34    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16111 | PA      | $15886.04     | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    525000 | PA      | $339189.18    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    505000 | PA      | $536860.29    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728842.10    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $437769.96    | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    990000 | PA      | $964069.88    | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $1004844.30   | 0.00%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: 44985GAE1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $228696.32    | 0.00%             | 2041-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    756000 | PA      | $675413.89    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1516000 | PA      | $1637070.89   | 0.00%             | 2054-06-20      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1016047.21   | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $628269.19    | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33061000 | PA      | $32735555.78  | 0.10%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58572.90     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    273000 | PA      | $276769.43    | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1031448.14   | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602860.60    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326556.02    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626560.41    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1590000 | PA      | $1942861.36   | 0.01%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BAU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385383 | PA      | $378664.49    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $812320.16    | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    675000 | PA      | $412532.39    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $795930.59    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                               | MIWD Holdco II LLC                                                                                                            | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $450354.80    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    725000 | PA      | $685637.55    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    686000 | PA      | $679252.93    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INNOVATE Corp.                                                                   | INNOVATE Corp.                                                                                                                | CUSIP: 404139AJ6<br>LEI: 549300S6O246JWQQ1K58 | Long             | DBT              | CORP              | US        |    266000 | PA      | $235708.37    | 0.00%             | 2026-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    469000 | PA      | $368076.90    | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    305000 | PA      | $263084.34    | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    275000 | PA      | $295499.15    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1035148.76   | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24845921 | PA      | $19819183.01  | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785899.75    | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi A/S                                      | Mersin Uluslararasi Liman Isletmeciligi A/S                                                                                   | CUSIP: N/A<br>LEI: 635400DAFN6NT43HM530       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $615965.34    | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1185000 | PA      | $1212611.07   | 0.00%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    645000 | PA      | $633548.76    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234AT5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    830000 | PA      | $807384.36    | 0.00%             | 2026-04-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    380000 | PA      | $363573.10    | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series B                                                                           | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    560000 | PA      | $545772.67    | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $600754.14    | 0.00%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600291.34    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                                                                    | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    595000 | PA      | $400515.86    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1474319.06   | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Network i2i Ltd.                                                                 | Network i2i Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | DBT              | CORP              | MU        |    400000 | PA      | $392110.42    | 0.00%             | 2026-03-03      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    890000 | PA      | $839666.34    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    755000 | PA      | $469164.37    | 0.00%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18765 | PA      | $17228.95     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    468000 | PA      | $409699.79    | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1066993.47   | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    985000 | PA      | $945559.93    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1250000 | PA      | $1234685.69   | 0.00%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    673000 | PA      | $671175.69    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26718653 | PA      | $21782503.05  | 0.07%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    970000 | PA      | $907700.49    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $880276.02    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $5310017.01   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $911049.75    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494839.48    | 0.00%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1010000 | PA      | $1089311.57   | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 129128000 | PA      | $119604810.00 | 0.36%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1140343 | PA      | $1123648.05   | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                        | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    980000 | PA      | $977307.49    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247014.36    | 0.00%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   1180000 | PA      | $1200620.60   | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    525000 | PA      | $502920.29    | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                                   | CUSIP: 78397UAA8<br>LEI: 9845009F6D37C41A8572 | Long             | DBT              | CORP              | US        |    805000 | PA      | $794669.06    | 0.00%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    555000 | PA      | $564701.38    | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 16 Ltd.                                               | CK Hutchison International 16 Ltd.                                                                                            | CUSIP: 12563TAB6<br>LEI: 254900OULDVPV9SGEO05 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195240.91    | 0.00%             | 2026-10-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1380000 | PA      | $1455014.03   | 0.00%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186227.30    | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $798539.80    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    615000 | PA      | $620750.16    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    535000 | PA      | $528925.72    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2021                                                                                                      | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    464000 | PA      | $294422.29    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    597000 | PA      | $579908.61    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200263.64    | 0.00%             | 2027-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    745000 | PA      | $448772.21    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services, Inc.                                         | Harley-Davidson Financial Services, Inc.                                                                                      | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    634000 | PA      | $607382.27    | 0.00%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                        | QVC, Inc.                                                                                                                     | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    415000 | PA      | $203459.30    | 0.00%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $342234.06    | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    945000 | PA      | $944757.13    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1430000 | PA      | $1454687.02   | 0.00%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1239084.75   | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                                   | SPX FLOW, Inc.                                                                                                                | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    517000 | PA      | $522373.96    | 0.00%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    562000 | PA      | $527679.10    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2020A                                              | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    500000 | PA      | $349356.88    | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $194963.69    | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                                                              | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557224.31    | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1050000 | PA      | $1004762.18   | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1174959.59   | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2016                                                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    345000 | PA      | $275786.78    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37553000 | PA      | $27495837.19  | 0.08%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                | Sempra Infrastructure Partners LP                                                                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $426843.95    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   2650000 | PA      | $2684619.57   | 0.01%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hanwha Totalenergies Petrochemical Co. Ltd.                                      | Hanwha Totalenergies Petrochemical Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 988400G0X7SXITD3EI81       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $406741.08    | 0.00%             | 2029-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29149218.75  | 0.09%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    530000 | PA      | $457173.55    | 0.00%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $1830109.45   | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1015000 | PA      | $961210.96    | 0.00%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513861.78    | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    907470 | PA      | $856492.37    | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    880000 | PA      | $691459.29    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    787000 | PA      | $756175.09    | 0.00%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C27, Class C                                                                               | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010975.64   | 0.00%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $450141.25    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $593878.91    | 0.00%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    755000 | PA      | $788139.94    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                         | Trinity Industries, Inc.                                                                                                      | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592699.28    | 0.00%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    530000 | PA      | $456848.11    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $447051.84    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141622 | PA      | $130851.83    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                           | Goldman Sachs Bank USA                                                                                                        | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1927798.55   | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1191833.82   | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1025459.18   | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAG2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $729294.85    | 0.00%             | 2050-01-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426999.06    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1060582.46   | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6836941 | PA      | $5458928.59   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296663.82    | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    628000 | PA      | $633777.03    | 0.00%             | 2027-07-06      | Fixed         | 4.71%                 | 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        |    300000 | PA      | $304394.10    | 0.00%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    450000 | PA      | $379932.36    | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    445000 | PA      | $454416.34    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    760000 | PA      | $672551.30    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                  | Northriver Midstream Finance LP                                                                                               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $586137.50    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    495000 | PA      | $425455.36    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CFAMC II Co. Ltd.                                                                | CFAMC II Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $596783.85    | 0.00%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8147820 | PA      | $7069311.72   | 0.02%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAV1<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $613181.29    | 0.00%             | 2029-07-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603140 | PA      | $588841.94    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $479922.24    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    910000 | PA      | $919353.51    | 0.00%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MTN Mauritius Investments Ltd.                                                   | MTN Mauritius Investments Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549009PQD415OQIR074       | Long             | DBT              | CORP              | MU        |    400000 | PA      | $402235.22    | 0.00%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2762298.38   | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   1290000 | PA      | $1015582.88   | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                                           | Calderys Financing LLC                                                                                                        | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $565232.45    | 0.00%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999640 | PA      | $993440.62    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19132000 | PA      | $19329298.75  | 0.06%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1984936.49   | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    948000 | PA      | $847136.55    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $512222.53    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    495000 | PA      | $418247.94    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $580533.19    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1192000 | PA      | $812445.93    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1762 | PA      | $1747.87      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12894 | PA      | $12294.55     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    937000 | PA      | $660568.59    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    825000 | PA      | $748527.95    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1350000 | PA      | $1363421.51   | 0.00%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                          | Grand Canyon University                                                                                                       | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $362867.76    | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    345000 | PA      | $351538.74    | 0.00%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $354246.60    | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15866774 | PA      | $12648048.00  | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    817000 | PA      | $617328.13    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    860000 | PA      | $849187.31    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116273.01    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SFG International Holdings Co. Ltd.                                              | SFG International Holdings Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 655600KRWZA1ZZVAWX21       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192219.64    | 0.00%             | 2026-06-03      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $697314.38    | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2810247.27   | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $517434.21    | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4685327 | PA      | $4260702.26   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1495000 | PA      | $1459561.84   | 0.00%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                               | Republic of Rwanda                                                                                                            | CUSIP: N/A<br>LEI: 213800DQC28OBRZDYJ87       | Long             | DBT              | NUSS              | RW        |    600000 | PA      | $472279.41    | 0.00%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                    | Midcap Financial Issuer Trust                                                                                                 | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    993000 | PA      | $948098.42    | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1005000 | PA      | $979790.11    | 0.00%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1208661.45   | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    205000 | PA      | $184826.06    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    466000 | PA      | $428173.52    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $2995957.06   | 0.01%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport, Series 2018C                                                                            | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $69520.15     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2720000 | PA      | $2619918.38   | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    460000 | PA      | $444568.65    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6379113 | PA      | $5105071.37   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commercial Bank PSQC (The)                                                       | Commercial Bank PSQC (The)                                                                                                    | CUSIP: N/A<br>LEI: 2138004FUUD4I7X8H721       | Long             | DBT              | CORP              | QA        |    400000 | PA      | $392466.64    | 0.00%             | 2026-03-03      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    442000 | PA      | $434292.08    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    252000 | PA      | $194131.81    | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo. UnLtd Co.                                                    | STERIS Irish FinCo UnLtd. Co.                                                                                                 | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    745000 | PA      | $518615.40    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    523000 | PA      | $351134.18    | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    470000 | PA      | $473373.82    | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    635000 | PA      | $585835.00    | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1045000 | PA      | $1063607.98   | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $501562.32    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1391000.57   | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3324757.32   | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa                                                       | CUSIP: N/A<br>LEI: 9598007PWYZP4GP23S45       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $591551.42    | 0.00%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460765.77    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1447627.78   | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    830000 | PA      | $835933.62    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    521000 | PA      | $495586.18    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    520000 | PA      | $369490.36    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174562.74    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $1994740.59   | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $799381.64    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    425000 | PA      | $425355.17    | 0.00%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14816863 | PA      | $13450034.25  | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $425281.15    | 0.00%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    710000 | PA      | $683623.79    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    871000 | PA      | $827897.03    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brightline East LLC                                                              | Brightline East LLC                                                                                                           | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1007506.34   | 0.00%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3671000 | PA      | $2520978.25   | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900QKLTY6MF4Y3P65       | Long             | DBT              | CORP              | US        |    600000 | PA      | $609695.90    | 0.00%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                             | Kontoor Brands, Inc.                                                                                                          | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    416000 | PA      | $382835.74    | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1786000 | PA      | $1624725.62   | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS                                                                                                     | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    397000 | PA      | $406588.84    | 0.00%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373818 | PA      | $342355.61    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 2017                                                                        | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    619000 | PA      | $471066.80    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    944000 | PA      | $834404.01    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    618000 | PA      | $604628.26    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286580.68    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc.                                                                                                | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    688000 | PA      | $657897.73    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $610090.90    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAR7<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $387689.46    | 0.00%             | 2027-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    830000 | PA      | $848015.73    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                                         | Reliance Standard Life Global Funding II                                                                                      | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $380077.06    | 0.00%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591439.07    | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110810 | PA      | $99528.41     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co.                                                                                                            | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    590000 | PA      | $546964.11    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1240373.18   | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $553342.17    | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corp.                                                              | Quorum Health Corp.                                                                                                           | CUSIP: 749ESCAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $0.01         | 0.00%             | 2025-04-15      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBM5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $242550.35    | 0.00%             | 2026-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2258966.88   | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1267983.04   | 0.00%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479213.23    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5574 | PA      | $5529.04      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $602393.48    | 0.00%             | 2030-01-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    685000 | PA      | $658580.95    | 0.00%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    294000 | PA      | $232076.66    | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                                   | VFH Parent LLC                                                                                                                | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    535000 | PA      | $549641.02    | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAH0<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1293412.25   | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | Fifth Third Bank NA                                                                                                           | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517930.25    | 0.00%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The), Series 2014                                                                               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $282814.13    | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1935000 | PA      | $1466832.29   | 0.00%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1115169.04   | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1193215.81   | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1092165.46   | 0.00%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    890000 | PA      | $893533.44    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    855000 | PA      | $861686.81    | 0.00%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    935000 | PA      | $799162.25    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1600000 | PA      | $1346139.84   | 0.00%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1195000 | PA      | $1183140.74   | 0.00%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3717000 | PA      | $3440681.52   | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $557392.09    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $787584.15    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1968000 | PA      | $1914780.63   | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    949000 | PA      | $665209.04    | 0.00%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    493000 | PA      | $489275.16    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                | Essent Group Ltd.                                                                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $282070.81    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602734 | PA      | $556174.05    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42115000 | PA      | $43848953.52  | 0.13%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426795 | PA      | $397383.06    | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    940000 | PA      | $864220.29    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd.                                                                 | Emaar Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300NZHOOO6634T541       | Long             | DBT              | CORP              | KY        |    700000 | PA      | $675376.04    | 0.00%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $791682.34    | 0.00%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    771000 | PA      | $738797.65    | 0.00%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    405000 | PA      | $425771.31    | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    520000 | PA      | $537677.98    | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428114.20    | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1340661.00   | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    735000 | PA      | $709832.43    | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    558000 | PA      | $511115.45    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    890000 | PA      | $931397.97    | 0.00%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325945.33    | 0.00%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2153274.28   | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: 74947MAE2<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198157.31    | 0.00%             | 2029-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance 2018 LP                                                | Great-West Lifeco Finance 2018 LP                                                                                             | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $583160.44    | 0.00%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: 36830DAC5<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    300000 | PA      | $212023.72    | 0.00%             | 2051-03-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $388469.03    | 0.00%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1078811.87   | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAL3<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $585485.63    | 0.00%             | 2026-07-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                                | Kronos Acquisition Holdings, Inc.                                                                                             | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $282873.85    | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5267 | PA      | $5146.47      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros Holdings, Inc.                                                      | RB Global Holdings, Inc.                                                                                                      | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    788000 | PA      | $826652.92    | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    510000 | PA      | $485882.31    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    660000 | PA      | $546315.65    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533178.88    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6786749 | PA      | $5650639.89   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    971000 | PA      | $913466.57    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1270608.77   | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $724645.11    | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    840000 | PA      | $843412.25    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1336870.28   | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    870000 | PA      | $811632.40    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497379.66    | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 12-A                                                                        | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    318000 | PA      | $265004.81    | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $623001.07    | 0.00%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382852.91    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    303000 | PA      | $261026.55    | 0.00%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Yieldking Investment Ltd.                                                        | Yieldking Investment Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3003008OFTD3ORZ61396       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $578578.24    | 0.00%             | 2026-08-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $959135.34    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $370145.34    | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $535362.35    | 0.00%             | 2030-11-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1244946.35   | 0.00%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1590000 | PA      | $1568639.29   | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional de Telecomunicaciones SA                                        | Empresa Nacional de Telecomunicaciones SA                                                                                     | CUSIP: N/A<br>LEI: 529900N4SUIP0URJT330       | Long             | DBT              | CORP              | CL        |    900000 | PA      | $757101.06    | 0.00%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2020-1, Class A                                                                            | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597984 | PA      | $550658.70    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5239000 | PA      | $4252533.10   | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454227.86    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96205.43     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2019                                                                                              | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $533861.24    | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402160.06    | 0.00%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3049141.36   | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $608536.62    | 0.00%             | 2029-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                                  | Selective Insurance Group, Inc.                                                                                               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112241.12    | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $272643.55    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    818000 | PA      | $694684.81    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1220990.19   | 0.00%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sentara Health                                                                   | Sentara Health, Series 2021                                                                                                   | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $72828.34     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd. (The)                                   | Pakistan Global Sukuk Programme Co. Ltd. (The)                                                                                | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |    600000 | PA      | $525796.49    | 0.00%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | Iowa Health System, Series 2020                                                                                               | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    405000 | PA      | $294381.12    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    390000 | PA      | $372479.13    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129178 | PA      | $125608.24    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KX6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    960000 | PA      | $973549.81    | 0.00%             | 2030-03-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45905U5H3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $84331.98     | 0.00%             | 2030-03-19      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    835000 | PA      | $822242.44    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    770000 | PA      | $773248.85    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545325.73    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motherson Global Investments BV                                                  | Motherson Global Investments BV                                                                                               | CUSIP: N/A<br>LEI: 549300IC3G64XN1ETG11       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $405571.94    | 0.00%             | 2029-07-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21186 | PA      | $20764.93     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2022A                           | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1327186.90   | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2A7<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441350.26    | 0.00%             | 2026-07-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1569867.03   | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    764000 | PA      | $571904.47    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2280693.66   | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $449689.66    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2226141.10   | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    860000 | PA      | $856717.22    | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203853.24    | 0.00%             | 2029-11-26      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131821 | PA      | $124884.07    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3838000 | PA      | $3767393.15   | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $662384.56    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1119781.36   | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $865290.10    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    920000 | PA      | $889904.79    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $356727.20    | 0.00%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BL7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    511000 | PA      | $527146.53    | 0.00%             | 2028-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $384175.28    | 0.00%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506766.33    | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308469.95    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAD2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1039250.14   | 0.00%             | 2031-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    780000 | PA      | $560842.16    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $2019017.36   | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145583.28    | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    690000 | PA      | $632944.38    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust II                                                             | Pine Street Trust II                                                                                                          | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $802272.77    | 0.00%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210730.20    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    755000 | PA      | $747170.41    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565732 | PA      | $542197.76    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1146650.45   | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $1060557.47   | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    640000 | PA      | $629929.92    | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $378098.99    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Zhuji Development Ltd.                                                           | Zhuji Development Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 3003004LZJ550ZJ4CD15       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $402668.12    | 0.00%             | 2027-08-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1530000 | PA      | $1469259.88   | 0.00%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1600000 | PA      | $862455.28    | 0.00%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1260000 | PA      | $1084626.26   | 0.00%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1588722 | PA      | $1451239.30   | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    530000 | PA      | $506541.23    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2206039.69   | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1411894.61   | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2024-4, Class A4                                                                              | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $868002.33    | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $700610.91    | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CW6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    180000 | PA      | $180261.11    | 0.00%             | 2026-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1232526.88   | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $720418.36    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    705000 | PA      | $737125.15    | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $642049.45    | 0.00%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3833291 | PA      | $3082185.55   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95468 | PA      | $90776.32     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    940000 | PA      | $952262.82    | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $397085.13    | 0.00%             | 2028-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |   1400000 | PA      | $1342632.10   | 0.00%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAB6<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1090000 | PA      | $1058230.00   | 0.00%             | 2077-09-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1808301.81   | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    790000 | PA      | $729027.33    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                 | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $832683.71    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    440000 | PA      | $412636.82    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Mercury General Corp.                                                            | Mercury General Corp.                                                                                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533009.03    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3477737 | PA      | $3289268.65   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3260000 | PA      | $3167160.95   | 0.01%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591203.17    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    715000 | PA      | $715380.95    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty. Ltd.                                           | Barrick PD Australia Finance Pty. Ltd.                                                                                        | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1064751.84   | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    895000 | PA      | $864437.21    | 0.00%             | 2026-11-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $763728.95    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                               | Kinross Gold Corp.                                                                                                            | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    832000 | PA      | $829433.42    | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K088, Class A2                      | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4934929.93   | 0.01%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3236217.88   | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1389743.92   | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275356.48    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA, Inc.                                                            | ABB Finance USA, Inc.                                                                                                         | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    395000 | PA      | $344761.85    | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1113204.84   | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | Cottage Health Obligated Group, Series 2020                                                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $301557.78    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478505 | PA      | $443318.39    | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182162.74    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    635000 | PA      | $633310.08    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                                      | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $996023.00    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    765000 | PA      | $745167.99    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co.                                                         | Washington Gas Light Co.                                                                                                      | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    793000 | PA      | $569548.61    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1749368.03   | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $931506.81    | 0.00%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    930000 | PA      | $946582.91    | 0.00%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    449000 | PA      | $409513.15    | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Papa John's International, Inc.                                                  | Papa John's International, Inc.                                                                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    390000 | PA      | $362096.53    | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1361000 | PA      | $1192246.69   | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1245841.34   | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    410000 | PA      | $416387.60    | 0.00%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                     | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201284.90    | 0.00%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPVG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4609883 | PA      | $4204817.07   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    597000 | PA      | $597373.01    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2124999 | PA      | $1780507.24   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    775000 | PA      | $759543.03    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1209494.23   | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    545000 | PA      | $538613.97    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    285000 | PA      | $302864.44    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    749000 | PA      | $462625.42    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1800000 | PA      | $1368815.51   | 0.00%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                        | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    870000 | PA      | $869759.42    | 0.00%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616388.72    | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    649000 | PA      | $638022.30    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1145000 | PA      | $1036944.75   | 0.00%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    430000 | PA      | $328109.67    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1378967.50   | 0.00%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    920000 | PA      | $884081.41    | 0.00%             | 2027-01-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58001000 | PA      | $34456219.06  | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $458065.81    | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $548286.03    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                                | Barings BDC, Inc.                                                                                                             | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120293.05    | 0.00%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    855000 | PA      | $680791.82    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                    | Embecta Corp.                                                                                                                 | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227362.50    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2299032.79   | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331625 | PA      | $294738.03    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2017-M7, Class A2                                      | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3928069 | PA      | $3847105.20   | 0.01%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4533478 | PA      | $4276942.21   | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277287.09    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654611.01    | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43486 | PA      | $39916.45     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    589000 | PA      | $515107.94    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CWJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41418 | PA      | $41313.96     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422407.45    | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | Time Warner Cable Enterprises LLC                                                                                             | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1279605.76   | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $640324.49    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2164726.78   | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    493000 | PA      | $388525.21    | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    990000 | PA      | $864500.49    | 0.00%             | 2031-04-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1935000 | PA      | $1810003.42   | 0.01%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    590000 | PA      | $597961.55    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    889000 | PA      | $880176.99    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    935000 | PA      | $885299.70    | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $304747.02    | 0.00%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    713000 | PA      | $565731.60    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $803950.90    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    645000 | PA      | $664447.67    | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    655000 | PA      | $663045.64    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $767847.69    | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                       | Ferguson Enterprises, Inc.                                                                                                    | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62903.48     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    775000 | PA      | $736908.48    | 0.00%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    600000 | PA      | $431794.52    | 0.00%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397689.18    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6563877 | PA      | $5760435.97   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269094.73    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $852247.20    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | Province of Alberta                                                                                                           | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2870000 | PA      | $2505386.92   | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust                             | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class A4                                               | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081329 | PA      | $1057247.41   | 0.00%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    945000 | PA      | $928622.13    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    291000 | PA      | $244898.82    | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1786709.95   | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1018432.68   | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380894.31    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11461020 | PA      | $11222001.63  | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    360000 | PA      | $345778.35    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2840000 | PA      | $2877650.84   | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | Metropolitan Transportation Authority, Series 2010A                                                                           | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    750000 | PA      | $808829.50    | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $693046.63    | 0.00%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2650000 | PA      | $2087414.47   | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $475232.61    | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BX7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1600000 | PA      | $1612196.23   | 0.00%             | 2026-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    759000 | PA      | $741325.43    | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Shelf Drilling Holdings Ltd.                                                     | Shelf Drilling Holdings Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 54930078ZJ3XP4MRYB68       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $710135.22    | 0.00%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                                                                      | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    642000 | PA      | $636812.15    | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141910.48    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1687716 | PA      | $1788118.42   | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $615082.22    | 0.00%             | 2034-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    522000 | PA      | $498772.86    | 0.00%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                            | Banco Santander Chile                                                                                                         | CUSIP: 05971WAD5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $446435.72    | 0.00%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| US Acute Care Solutions LLC                                                      | US Acute Care Solutions LLC                                                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $993668.48    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1060528.00   | 0.00%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    787000 | PA      | $726750.97    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14986999 | PA      | $12585284.41  | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    915000 | PA      | $941864.24    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petron Corp.                                                                     | Petron Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $391464.30    | 0.00%             | 2026-04-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $566519.12    | 0.00%             | 2028-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    790000 | PA      | $760456.22    | 0.00%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    814000 | PA      | $546116.00    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    965000 | PA      | $942446.54    | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0YT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1582210 | PA      | $1648441.37   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    930000 | PA      | $842066.83    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200075 | PA      | $1173721.88   | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $814807.95    | 0.00%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1537548.11   | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    540000 | PA      | $395923.24    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1630445.71   | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series 2010D                                                                         | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    600000 | PA      | $618591.29    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $792666.27    | 0.00%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13422101 | PA      | $11188204.98  | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                                                             | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $546006.81    | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $664489.39    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    785000 | PA      | $807078.59    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QD97<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306483.72    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1073684.75   | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    680000 | PA      | $682223.44    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $857027.22    | 0.00%             | 2033-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    930000 | PA      | $815205.17    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    800000 | PA      | $745982.50    | 0.00%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    434000 | PA      | $359271.16    | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2769587.84   | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                                                                    | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    731000 | PA      | $579250.74    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221771.25    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co., Series 6                                                                                     | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    451000 | PA      | $359194.77    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $588895.32    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WNK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23130 | PA      | $22483.52     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1654659.20   | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1371036.69   | 0.00%             | 2034-10-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    680000 | PA      | $676979.73    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    684000 | PA      | $624497.71    | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $405542.02    | 0.00%             | 2027-06-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    706000 | PA      | $703245.57    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JERA Co., Inc.                                                                   | JERA Co., Inc.                                                                                                                | CUSIP: N/A<br>LEI: 353800OO5E7W1FV1SB75       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197295.96    | 0.00%             | 2027-04-14      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3087389.45   | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd.                                                      | Longfor Group Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $528147.76    | 0.00%             | 2028-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ET6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5398 | PA      | $5238.72      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $621185.18    | 0.00%             | 2034-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    636000 | PA      | $650050.32    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $806425.33    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    595000 | PA      | $584725.39    | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273449 | PA      | $243537.63    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                                   | JSW Steel Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $534475.66    | 0.00%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    712000 | PA      | $456983.82    | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series M                                                                                                   | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    357000 | PA      | $345403.83    | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1603132.21   | 0.00%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    537000 | PA      | $499107.12    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5594377 | PA      | $4464061.55   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $690872.80    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $933195.08    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAT3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $557400.54    | 0.00%             | 2051-06-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1734866.37   | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    455000 | PA      | $348958.22    | 0.00%             | 2048-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    535000 | PA      | $538028.28    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    775000 | PA      | $783072.21    | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    965000 | PA      | $981251.04    | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $335670.24    | 0.00%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2028359.37   | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nuveen Churchill Direct Lending Corp.                                            | Nuveen Churchill Direct Lending Corp.                                                                                         | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25378.46     | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54703000 | PA      | $52984983.91  | 0.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    525000 | PA      | $411909.06    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    740000 | PA      | $575017.00    | 0.00%             | 2042-06-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                        | CGI, Inc.                                                                                                                     | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $494088.45    | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $532012.45    | 0.00%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1213153.86   | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    507000 | PA      | $507542.03    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    359000 | PA      | $283735.07    | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $829114.37    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-2                                                                                         | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50215.90     | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3755885.80   | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    571000 | PA      | $728202.79    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    524000 | PA      | $491257.03    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1230914.63   | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3300000 | PA      | $3322684.37   | 0.01%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $407927.44    | 0.00%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    930000 | PA      | $923263.92    | 0.00%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $600770.22    | 0.00%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk II Ltd.                                                    | Arabian Centres Sukuk II Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300X92PKHJD8UYG94       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $756247.71    | 0.00%             | 2026-10-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trustage Financial Group, Inc.                                                   | Trustage Financial Group, Inc.                                                                                                | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14133.21     | 0.00%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1000000 | PA      | $984277.13    | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Summit Digitel Infrastructure Ltd.                                               | Summit Digitel Infrastructure Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3358004TNI1SSIQ9BQ37       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $349044.33    | 0.00%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $395985.40    | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228734.16    | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569679.26    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2267337.59   | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $395305.38    | 0.00%             | 2028-05-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                    | Five Corners Funding Trust II                                                                                                 | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2106656.43   | 0.01%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $196984.51    | 0.00%             | 2026-04-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $521419.41    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                                 | Ambipar Lux SARL                                                                                                              | CUSIP: N/A<br>LEI: 9845008C0E14F9BDEK55       | Long             | DBT              | CORP              | LU        |    638000 | PA      | $612394.98    | 0.00%             | 2031-02-06      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $824686.51    | 0.00%             | 2029-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |   1000000 | PA      | $1058253.29   | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2455000 | PA      | $2118001.97   | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QV2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18674208 | PA      | $18284760.22  | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Holdings II Finance LLC                                                  | Carlyle Holdings II Finance LLC                                                                                               | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169672.11    | 0.00%             | 2043-03-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    738000 | PA      | $765347.38    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $836164.65    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    760000 | PA      | $754563.60    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1203000 | PA      | $1093644.02   | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Washington University (The)                                                      | Washington University (The)                                                                                                   | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    124000 | PA      | $93572.46     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin, Series 2017C                                                                                              | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    250000 | PA      | $245689.30    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                                               | MDC Holdings, Inc.                                                                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $155258.35    | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1014270.21   | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    397000 | PA      | $335933.35    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    755000 | PA      | $757408.23    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    734000 | PA      | $693640.33    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DIB Tier 1 Sukuk 5 Ltd.                                                          | DIB Tier 1 Sukuk 5 Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493008C0EW2LHRN0275       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $382772.51    | 0.00%             | 2026-10-19      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    953000 | PA      | $794173.96    | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1534970.52   | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1413364.42   | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    937000 | PA      | $839850.83    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $167068.68    | 0.00%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    805000 | PA      | $815539.68    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                     | Evergy, Inc.                                                                                                                  | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    950000 | PA      | $886637.35    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WDDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1172 | PA      | $1145.21      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1011075.37   | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova, Series B                                                                                                           | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    807000 | PA      | $915519.90    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1421309.70   | 0.00%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12200000 | PA      | $9441656.25   | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL                                                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1837586.79   | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27056370 | PA      | $23469686.79  | 0.07%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $257956.65    | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    790000 | PA      | $692861.41    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    605000 | PA      | $521672.27    | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    433000 | PA      | $323669.65    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    607000 | PA      | $585160.49    | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    415000 | PA      | $364324.63    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201091.62    | 0.00%             | 2030-02-26      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1461000 | PA      | $1416467.58   | 0.00%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1167965.14   | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1192241.89   | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    555000 | PA      | $579029.96    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527520.39    | 0.00%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                                               | DXC Technology Co.                                                                                                            | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    777000 | PA      | $711837.05    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $754396.65    | 0.00%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    949000 | PA      | $633214.23    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33488 | PA      | $31887.79     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182688 | PA      | $162674.73    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $498135.89    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2108000 | PA      | $2184243.82   | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six LLC                                                       | Goodman US Finance Six LLC                                                                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $436341.10    | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1002373.09   | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Shanghai Port Group BVI Development Co. Ltd.                                     | Shanghai Port Group BVI Development Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 30030018E34GXWP2RS97       | Long             | DBT              | CORP              | VG        |    300000 | PA      | $290882.70    | 0.00%             | 2029-06-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28185869 | PA      | $23591980.36  | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177093.56    | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1113344.04   | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2W9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   1700000 | PA      | $1720575.71   | 0.01%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1485000 | PA      | $1647675.04   | 0.00%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1037308.66   | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                                                   | Avangrid, Inc.                                                                                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    512000 | PA      | $495679.96    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    970000 | PA      | $780459.29    | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    813000 | PA      | $798208.17    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $340203.99    | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1030338.35   | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $410392.10    | 0.00%             | 2030-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    700000 | PA      | $718911.21    | 0.00%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2434839.38   | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co. Ltd.                                       | Trane Technologies Global Holding Co. Ltd.                                                                                    | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    638000 | PA      | $637880.11    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                 | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    880000 | PA      | $812292.38    | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    887000 | PA      | $853471.95    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2800000 | PA      | $2883697.27   | 0.01%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   3000000 | PA      | $2975485.48   | 0.01%             | 2029-05-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1122221.08   | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co.                                                                                                            | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    304000 | PA      | $279941.82    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1065000 | PA      | $1075296.66   | 0.00%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    747000 | PA      | $721359.15    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M12, Class A2                                     | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2950000 | PA      | $2873708.46   | 0.01%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1915015.83   | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                        | ACProducts Holdings, Inc.                                                                                                     | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |    560000 | PA      | $196000.00    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                                              | Foundation Building Materials, Inc.                                                                                           | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    420000 | PA      | $353390.97    | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    649000 | PA      | $587866.91    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1615798.20   | 0.00%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    793000 | PA      | $783402.81    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82874 | PA      | $75296.29     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    954000 | PA      | $873463.35    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   4453000 | PA      | $4333787.73   | 0.01%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | Discover Financial Services                                                                                                   | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1078324.51   | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1049538.00   | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1093887.99   | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117931 | PA      | $114914.77    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $208540.04    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $488556.11    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    820000 | PA      | $788097.93    | 0.00%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $636617.65    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    508000 | PA      | $521527.30    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    304000 | PA      | $315354.33    | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3000000 | PA      | $2870439.39   | 0.01%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $478070.37    | 0.00%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-3                                                                                | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $483582.80    | 0.00%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                      | 3R Lux SARL                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    600000 | PA      | $588875.17    | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $692955.43    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2014-1, Class A                                                                    | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418879 | PA      | $413066.65    | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1663868.95   | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC, Series WI*                                                                                         | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    565000 | PA      | $575648.98    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    827000 | PA      | $1084521.49   | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1027098.04   | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                                     | Bausch Health Americas, Inc.                                                                                                  | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    596000 | PA      | $566020.94    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1081905.30   | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1296746.09   | 0.00%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    607000 | PA      | $546391.58    | 0.00%             | 2034-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    620000 | PA      | $381938.76    | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |    200000 | PA      | $204524.74    | 0.00%             | 2048-11-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3535000 | PA      | $3614222.06   | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |    600000 | PA      | $603287.80    | 0.00%             | 2029-02-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1091110.72   | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    526000 | PA      | $569617.16    | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    830000 | PA      | $741406.99    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    740000 | PA      | $717139.37    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    863000 | PA      | $838422.55    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $442948.67    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3952390 | PA      | $3182232.08   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1423456.41   | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617A1GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257036 | PA      | $236939.95    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1965000 | PA      | $1995532.08   | 0.01%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank of Communications Hong Kong Ltd.                                            | Bank of Communications Hong Kong Ltd.                                                                                         | CUSIP: N/A<br>LEI: 254900BIDL79UKUMX541       | Long             | DBT              | CORP              | HK        |    850000 | PA      | $828491.04    | 0.00%             | 2031-07-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1330000 | PA      | $1454767.59   | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASG Finance DAC                                                                  | ASG Finance DAC                                                                                                               | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $190863.50    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1085000 | PA      | $1075307.07   | 0.00%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6855809 | PA      | $5704495.55   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $729188.34    | 0.00%             | 2030-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2850000 | PA      | $2316528.40   | 0.01%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    415000 | PA      | $397741.83    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2344385.94   | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739658.24    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760732 | PA      | $675652.52    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $522682.24    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    760000 | PA      | $669404.33    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283284.21    | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1735877.76   | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    840000 | PA      | $762345.39    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47055000 | PA      | $46930010.16  | 0.14%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    810000 | PA      | $817082.43    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1311290.84   | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    470000 | PA      | $514778.24    | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | Northeastern University, Series 2020                                                                                          | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    328000 | PA      | $213492.83    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1026160.05   | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $689735.25    | 0.00%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1117593.23   | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    385000 | PA      | $342531.49    | 0.00%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    835000 | PA      | $764658.92    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626620.75    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1176000 | PA      | $1082504.64   | 0.00%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Auth, Series 2023-ELL, Class A1                   | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    315394 | PA      | $319671.26    | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84811 | PA      | $82470.91     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                                                                          | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    660000 | PA      | $582629.18    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 08-B                                                                        | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    567000 | PA      | $639558.17    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3466000 | PA      | $2770377.53   | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    937000 | PA      | $814965.96    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    545000 | PA      | $462006.80    | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    945000 | PA      | $878310.30    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $928985.39    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1192749.72   | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255879 | PA      | $235683.71    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | University of Notre Dame du Lac, Series 2017                                                                                  | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $294058.67    | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $753001.28    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4406 | PA      | $4298.62      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series Z                                                                             | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119993.36    | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    656000 | PA      | $631281.07    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1222676.37   | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    435000 | PA      | $426796.33    | 0.00%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1600000 | PA      | $1569553.68   | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1200000 | PA      | $1025933.03   | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: —       |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586866.96    | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    799000 | PA      | $616374.12    | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP                                                                    | Shea Homes LP                                                                                                                 | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $438249.72    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194249 | PA      | $187248.71    | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    645000 | PA      | $562313.61    | 0.00%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4920284 | PA      | $4517466.84   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    925000 | PA      | $934011.48    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2019-M5, Class A2                                                          | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4654477 | PA      | $4531239.59   | 0.01%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    575000 | PA      | $463100.14    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1486278 | PA      | $1306322.25   | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    690000 | PA      | $616863.00    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7KT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448841 | PA      | $1366195.52   | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3310811.76   | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109950 | PA      | $103300.52    | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1014825.50   | 0.00%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    715000 | PA      | $715469.07    | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1369956.22   | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series J                                                                                     | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    447000 | PA      | $332213.71    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $402586.41    | 0.00%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    581000 | PA      | $530193.81    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                               | Viking Ocean Cruises Ship VII Ltd.                                                                                            | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    354000 | PA      | $349786.40    | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1510427.55   | 0.00%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    445000 | PA      | $368880.56    | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3149511.48   | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    645000 | PA      | $538364.38    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1535000 | PA      | $1498615.36   | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $770845.71    | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1273525.83   | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    367000 | PA      | $380042.24    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1088042.42   | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1600000 | PA      | $884519.16    | 0.00%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Resideo Funding, Inc.                                                            | Resideo Funding, Inc.                                                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    612000 | PA      | $606544.97    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                  | CoreLogic, Inc.                                                                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    740000 | PA      | $699720.04    | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1356029.67   | 0.00%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    580000 | PA      | $448584.63    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    710000 | PA      | $726284.45    | 0.00%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC                                                                                                  | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    744652 | PA      | $573512.95    | 0.00%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Pension Plan Board                                             | Province of Ontario                                                                                                           | CUSIP: 68329AAK4<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    115000 | PA      | $110412.58    | 0.00%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    390000 | PA      | $332120.46    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215874 | PA      | $206522.38    | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349716.07    | 0.00%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    585000 | PA      | $515815.41    | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1489037.32   | 0.00%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    731000 | PA      | $819716.56    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K130, Class A2                      | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3029099.22   | 0.01%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1439050.29   | 0.00%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    765000 | PA      | $693411.73    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656415.46    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1175000 | PA      | $1179171.63   | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    418000 | PA      | $348577.76    | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                              | Owens & Minor, Inc.                                                                                                           | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    485000 | PA      | $393416.37    | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177353.79    | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1435266.47   | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467668.58    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2400000 | PA      | $2397788.75   | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2100000 | PA      | $2162717.81   | 0.01%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $795556.31    | 0.00%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $791330.19    | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    920000 | PA      | $779465.72    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $704155.76    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8855621 | PA      | $8117764.23   | 0.02%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SDG Finance Ltd.                                                                 | SDG Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900GR3D4V12XN1M61       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $386884.95    | 0.00%             | 2026-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    760000 | PA      | $716586.31    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463170.27    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    394000 | PA      | $388779.49    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AG2<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $351611.90    | 0.00%             | 2026-07-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $834075.44    | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $386168.01    | 0.00%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope, Series 2018                                                                                                     | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    318000 | PA      | $254114.85    | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $492385.85    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13386514 | PA      | $11407543.73  | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667444 | PA      | $587484.90    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    325000 | PA      | $274315.73    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20100000 | PA      | $18512414.06  | 0.06%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    911000 | PA      | $745359.57    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    580000 | PA      | $578070.86    | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $309500.69    | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1400000 | PA      | $1432436.33   | 0.00%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBX2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    540000 | PA      | $453913.95    | 0.00%             | 2031-08-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1430000 | PA      | $1484614.78   | 0.00%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    450000 | PA      | $476912.49    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1853468.73   | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342358.20    | 0.00%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1042340.48   | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                               | APi Group DE, Inc.                                                                                                            | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    338000 | PA      | $316194.75    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1095000 | PA      | $1111501.32   | 0.00%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19638 | PA      | $19148.10     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27620000 | PA      | $17741534.38  | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $504498.58    | 0.00%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8773000 | PA      | $8880982.96   | 0.03%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260294.37    | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    354000 | PA      | $309340.33    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series A                                                                                                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    628000 | PA      | $418168.19    | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCW8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124062.95    | 0.00%             | 2030-10-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAB2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $590436.12    | 0.00%             | 2026-04-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $795031.29    | 0.00%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    363000 | PA      | $312630.20    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1140241.50   | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                                                               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2356895.29   | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50886840 | PA      | $40555289.77  | 0.12%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1157388.93   | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1151000 | PA      | $988629.97    | 0.00%             | 2048-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    425000 | PA      | $366840.94    | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    585000 | PA      | $563493.35    | 0.00%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1151674.04   | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    664000 | PA      | $580245.02    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    966000 | PA      | $942509.01    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525730.50    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391440.58    | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    905000 | PA      | $774057.97    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1645842.90   | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LyondellBasell Industries NV                                                                                                  | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    585000 | PA      | $444145.41    | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $405433.51    | 0.00%             | 2027-07-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Champion MTN Ltd.                                                                | Champion MTN Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 25490094RKSYWL8Z4255       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $339071.61    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Belo Corp.                                                                       | Belo Corp.                                                                                                                    | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $297613.36    | 0.00%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    715000 | PA      | $764480.43    | 0.00%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5968000 | PA      | $3692619.82   | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    950000 | PA      | $826978.05    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                           | State of Mongolia                                                                                                             | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $385400.76    | 0.00%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                         | CT Trust                                                                                                                      | CUSIP: N/A<br>LEI: 213800MJB7WO427HQD34       | Long             | DBT              | CORP              | GT        |    800000 | PA      | $725041.51    | 0.00%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1599800.10   | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8809541 | PA      | $7186883.67   | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119967.75    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5568085 | PA      | $4899319.83   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                                                     | GUSAP III LP                                                                                                                  | CUSIP: N/A<br>LEI: 549300WY05UJ7WTHIN64       | Long             | DBT              | CORP              | US        |    400000 | PA      | $428741.42    | 0.00%             | 2044-04-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1108970.21   | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86090.90     | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                    | Republic of Mozambique                                                                                                        | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |    800000 | PA      | $607561.23    | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    795000 | PA      | $820873.77    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1204333.72   | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250083.58    | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2164330.16   | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2017                                                                                       | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    486000 | PA      | $366837.79    | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank, Series 44                                                                                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1520000 | PA      | $1529988.86   | 0.00%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Development Bank of the Philippines                                              | Development Bank of the Philippines                                                                                           | CUSIP: N/A<br>LEI: 549300FQFLY6N6DXP164       | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $351304.81    | 0.00%             | 2031-03-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175037.45    | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68790 | PA      | $63358.36     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equate Sukuk Spc Ltd.                                                            | Equate Sukuk Spc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 635400Z3EZF2GJPTDR68       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $797220.81    | 0.00%             | 2031-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    610000 | PA      | $451023.35    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1103588.90   | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    523000 | PA      | $431161.79    | 0.00%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure plc                                         | Atlantica Sustainable Infrastructure plc                                                                                      | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $394979.87    | 0.00%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $549813.43    | 0.00%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $49780.71     | 0.00%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7095629 | PA      | $6174757.54   | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    460000 | PA      | $349322.04    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $199102.33    | 0.00%             | 2029-10-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y0FP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23007 | PA      | $22433.02     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    555000 | PA      | $514054.89    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The)                                                                              | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $164608.33    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class A4                                                                 | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $730118.87    | 0.00%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3170218 | PA      | $3300310.22   | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C27, Class A2                                                                              | CUSIP: 05555FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2054234.38   | 0.01%             | 2057-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $982682.34    | 0.00%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    760000 | PA      | $708392.27    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    990000 | PA      | $932602.82    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $977290.43    | 0.00%             | 2027-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    382000 | PA      | $351125.46    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $413357.24    | 0.00%             | 2051-10-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $576005.44    | 0.00%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    878000 | PA      | $1099570.84   | 0.00%             | 2030-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1153000 | PA      | $1162858.63   | 0.00%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    490000 | PA      | $464702.60    | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBB2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $855693.88    | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1600000 | PA      | $1028492.18   | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1424280.40   | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    585000 | PA      | $571748.38    | 0.00%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2345000 | PA      | $2197534.98   | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    985000 | PA      | $929392.11    | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series B                                                                                         | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    240000 | PA      | $195251.50    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    620000 | PA      | $636204.56    | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minor International PCL                                                          | Minor International PCL                                                                                                       | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | DBT              | CORP              | TH        |    200000 | PA      | $193653.28    | 0.00%             | 2026-04-19      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $201643.23    | 0.00%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Millennium Escrow Corp.                                                          | Millennium Escrow Corp.                                                                                                       | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $544456.85    | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    671000 | PA      | $669743.05    | 0.00%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3402355.00   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                        | Cia Cervecerias Unidas SA                                                                                                     | CUSIP: N/A<br>LEI: 529900BJW9B0O6LI2R39       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $527923.15    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $296455.65    | 0.00%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    715000 | PA      | $663898.78    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $2185475.56   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3353000 | PA      | $2913127.17   | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    621000 | PA      | $366527.31    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $823286.64    | 0.00%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                       | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    477000 | PA      | $471188.05    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $931160.86    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow, Inc.                                                             | Scripps Escrow, Inc.                                                                                                          | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $371751.32    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    940000 | PA      | $903351.04    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1412418.09   | 0.00%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2023-C22, Class A5                                                                               | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4475000 | PA      | $5027367.62   | 0.02%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    598000 | PA      | $477871.86    | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class A4                                                                      | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $834697.46    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17297136 | PA      | $15336845.70  | 0.05%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    960000 | PA      | $937505.91    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Western & Southern Life Insurance Co. (The)                                      | Western & Southern Life Insurance Co. (The)                                                                                   | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    622000 | PA      | $422523.80    | 0.00%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254577.77    | 0.00%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    810000 | PA      | $818846.86    | 0.00%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                      | TEGNA, Inc.                                                                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1045594.57   | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    705000 | PA      | $719952.87    | 0.00%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    900000 | PA      | $803906.47    | 0.00%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    530000 | PA      | $513691.38    | 0.00%             | 2026-05-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    393000 | PA      | $384442.11    | 0.00%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $799770.31    | 0.00%             | 2027-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    528000 | PA      | $565812.04    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1146000 | PA      | $916033.03    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    855000 | PA      | $868880.70    | 0.00%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1003440.09   | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                        | Sotheby's                                                                                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $272042.12    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121924000 | PA      | $120380899.38 | 0.36%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1167260.63   | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1022000 | PA      | $950175.46    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    685000 | PA      | $657320.73    | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1340000 | PA      | $1197088.81   | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2600000 | PA      | $2458160.02   | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co.                              | International Finance Facility for Immunisation Co.                                                                           | CUSIP: N/A<br>LEI: 549300ILK2NRULX3HX87       | Long             | DBT              | NUSS              | GB        |    255000 | PA      | $256994.79    | 0.00%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939EAC4<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $29932.46     | 0.00%             | 2030-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1111590.19   | 0.00%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $925074.09    | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland DAC                                                       | Zurich Finance Ireland DAC                                                                                                    | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $854423.56    | 0.00%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    515000 | PA      | $533622.47    | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1550000 | PA      | $1519860.49   | 0.00%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    625000 | PA      | $589665.50    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $687285.43    | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579065.93    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581370 | PA      | $531269.61    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-C2, Class A5                                                                                | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $794874.34    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $818130.68    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454878 | PA      | $425131.72    | 0.00%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    820000 | PA      | $776964.59    | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corp.                                                             | Sunnova Energy Corp.                                                                                                          | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $122390.45    | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $208364.92    | 0.00%             | 2034-05-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    539830 | PA      | $485740.08    | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Haitong International Securities Group Ltd.                                      | Haitong International Securities Group Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300Q1JC7X89PPGN26       | Long             | DBT              | CORP              | BM        |    400000 | PA      | $388185.87    | 0.00%             | 2026-05-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Albion Financing 2 SARL                                                          | Albion Financing 2 SARL                                                                                                       | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    435000 | PA      | $438583.15    | 0.00%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |    600000 | PA      | $595355.25    | 0.00%             | 2026-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730293.11    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5089948 | PA      | $5121425.93   | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $379532.22    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $908371.66    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano International Finance BV                                                  | Suzano International Finance BV                                                                                               | CUSIP: N/A<br>LEI: 5493000KMIB6J1KMKL84       | Long             | DBT              | CORP              | NL        |   1434000 | PA      | $1447019.40   | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1122816.85   | 0.00%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $2043376.92   | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1225000 | PA      | $1067141.31   | 0.00%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5793870 | PA      | $5288914.79   | 0.02%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32329448 | PA      | $27110602.27  | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                     | Enviri Corp.                                                                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    485000 | PA      | $468348.12    | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    589000 | PA      | $579547.61    | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    770000 | PA      | $873975.54    | 0.00%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174846 | PA      | $1044165.38   | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Azul SA                                                                          | Azul SA                                                                                                                       | CUSIP: 05501U106<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |     77932 | NS      | $59477.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                                                                        | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    402000 | PA      | $320236.64    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    670000 | PA      | $661645.22    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    574000 | PA      | $553761.55    | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $599862.46    | 0.00%             | 2029-07-11      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    931000 | PA      | $865592.22    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    881000 | PA      | $965512.24    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    965000 | PA      | $906267.89    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1466559.44   | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485694.51    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    575000 | PA      | $594701.18    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395596.08    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ES5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40008.10     | 0.00%             | 2026-05-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | Pennsylvania Turnpike Commission, Series 2010B                                                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    250000 | PA      | $246649.02    | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1098135.79   | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5088850 | PA      | $5177015.93   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $612895.18    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                                      | Ardonagh Group Finance Ltd.                                                                                                   | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1410000 | PA      | $1437746.21   | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAR7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1162798.48   | 0.00%             | 2026-06-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3183403 | PA      | $3069607.07   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $571311.53    | 0.00%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13045 | PA      | $12575.32     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                                                                     | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    278000 | PA      | $270090.84    | 0.00%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $392576.13    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    778000 | PA      | $768137.48    | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415797.67    | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3853461.48   | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1961803.65   | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1091343.26   | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1082363.14   | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1364496.04   | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $990731.32    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2018                                                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    594000 | PA      | $467175.45    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7043000 | PA      | $5987895.29   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |    655000 | PA      | $662738.23    | 0.00%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581125.19    | 0.00%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group, Inc.                                                    | Columbia Pipeline Group, Inc.                                                                                                 | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    557000 | PA      | $537230.91    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                         | Banco Nacional de Panama                                                                                                      | CUSIP: N/A<br>LEI: 529900H2Q7WMDKKIW109       | Long             | DBT              | CORP              | PA        |    800000 | PA      | $651893.83    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $894454.30    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $641545.00    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34840000 | PA      | $35041418.75  | 0.11%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3807595.33   | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514593.61    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1558577.62   | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    610000 | PA      | $397942.06    | 0.00%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    540000 | PA      | $437653.28    | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8657483 | PA      | $8483253.96   | 0.03%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3414657 | PA      | $3188712.98   | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104736 | PA      | $98643.72     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1546161 | PA      | $1375622.77   | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1746098.80   | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $1966792.75   | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3038939.57   | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    954000 | PA      | $901002.85    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260072.75    | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1858000 | PA      | $1563318.41   | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JIC Zhixin Ltd.                                                                  | JIC Zhixin Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 635400KSR4PKISBWRJ22       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $719350.37    | 0.00%             | 2030-08-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1200000 | PA      | $1227786.33   | 0.00%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    605000 | PA      | $569903.94    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1283772.73   | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580697.68    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423047.62    | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    489000 | PA      | $323518.90    | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430904.04    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1939814.83   | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust                                                            | Belrose Funding Trust                                                                                                         | CUSIP: 080807AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $633298.49    | 0.00%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: —       |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    387000 | PA      | $263797.54    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359869.58    | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    645000 | PA      | $634765.13    | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101837.46    | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $553549.91    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chubb Corp. (The)                                                                | Chubb Corp. (The), Series 1                                                                                                   | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $825169.34    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    647000 | PA      | $624744.95    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1025146.31   | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    990000 | PA      | $908934.67    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4003228 | PA      | $4068180.91   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series X                                                                                               | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249311.94    | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                               | Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA                                                                   | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135222 | PA      | $126690.79    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $718156.77    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                           | Fortress Transportation & Infrastructure Investors LLC                                                                        | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    502000 | PA      | $523917.18    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    780000 | PA      | $778932.10    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $969465.53    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                          | Arch Capital Group Ltd.                                                                                                       | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    383000 | PA      | $438201.79    | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    780000 | PA      | $766264.00    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |   1015000 | PA      | $1034407.71   | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                               | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1105000 | PA      | $949904.07    | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Fiesta Purchaser, Inc.                                                           | Fiesta Purchaser, Inc.                                                                                                        | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $470396.72    | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273749 | PA      | $246219.25    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    753000 | PA      | $685097.15    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    776000 | PA      | $877029.10    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1200000 | PA      | $1224913.53   | 0.00%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57462 | PA      | $56093.27     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    530000 | PA      | $433125.97    | 0.00%             | 2044-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293335.30    | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ModivCare, Inc.                                                                  | ModivCare, Inc.                                                                                                               | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $18957.71     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                                   | HDFC Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $405540.84    | 0.00%             | 2029-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ziraat Katilim Varlik Kiralama A/S                                               | Ziraat Katilim Varlik Kiralama A/S                                                                                            | CUSIP: N/A<br>LEI: 789000NE04RSMGOX9737       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $625812.20    | 0.00%             | 2026-11-12      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4374828 | PA      | $4114250.97   | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1017049.77   | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Ltd.                                                                  | Grupo Aval Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300J4FW1ELLQ80113       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $879326.49    | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $890190.00    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp.                                                        | McLaren Health Care Corp., Series A                                                                                           | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    415000 | PA      | $344854.53    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1753595.94   | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1139797.12   | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320092.66    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594514.55    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series H                                                                         | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73344.49     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273929.51    | 0.00%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMT MTN Pte. Ltd.                                                                | CMT MTN Pte. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300OIICCYS9131T35       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $194247.43    | 0.00%             | 2029-04-04      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2992257 | PA      | $2409649.99   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $821122.88    | 0.00%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    710000 | PA      | $669062.16    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358693.29    | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    435000 | PA      | $376109.73    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAL8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1400000 | PA      | $1427750.25   | 0.00%             | 2028-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2250000 | PA      | $1197383.54   | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48873400 | PA      | $50026506.78  | 0.15%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186609.44    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497037.61    | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2619000 | PA      | $2607982.89   | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    992000 | PA      | $955837.00    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc., Series A                                                                                            | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552065.21    | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116271 | PA      | $115977.19    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201978.17    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $963269.27    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452922.77    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FRMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364091 | PA      | $323592.31    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1255296.43   | 0.00%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    530000 | PA      | $486554.84    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $609416.55    | 0.00%             | 2030-10-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                             | SunCoke Energy, Inc.                                                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    495000 | PA      | $456042.38    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    850000 | PA      | $742926.76    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    962000 | PA      | $953832.49    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140273 | PA      | $136158.43    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $393602.23    | 0.00%             | 2050-10-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    551000 | PA      | $445316.01    | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    630000 | PA      | $597972.11    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    310000 | PA      | $277716.54    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    663000 | PA      | $551638.70    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: 74735K2B7<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $394634.27    | 0.00%             | 2028-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1400000 | PA      | $1199861.19   | 0.00%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     60000 | PA      | $58885.38     | 0.00%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  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        |    685000 | PA      | $689936.54    | 0.00%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ICD Funding Ltd.                                                                 | ICD Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400ND71SBRGJJVF09       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $589867.82    | 0.00%             | 2026-04-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    870000 | PA      | $871536.11    | 0.00%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    905000 | PA      | $824815.08    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                            | Wabash National Corp.                                                                                                         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    405000 | PA      | $340772.48    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                              | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $302140.87    | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    888000 | PA      | $925826.39    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    528000 | PA      | $519918.14    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd.                                                              | OmGrid Funding Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300L1HIVZ83RMAP18       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $397634.40    | 0.00%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    505000 | PA      | $493318.07    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1617499.70   | 0.00%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Qatarenergy LNG S3                                                               | QatarEnergy LNG S3                                                                                                            | CUSIP: 75405UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     95125 | PA      | $96925.23     | 0.00%             | 2027-09-30      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    725000 | PA      | $729386.21    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    710000 | PA      | $627200.46    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1149934.86   | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    514000 | PA      | $503777.55    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $368004.95    | 0.00%             | 2030-08-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212642.67    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3355691 | PA      | $3427025.90   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y0FN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20673 | PA      | $20183.22     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    885000 | PA      | $895789.07    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | University of Miami, Series 2022                                                                                              | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    216000 | PA      | $167437.09    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2708 | PA      | $2642.25      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    478000 | PA      | $470720.10    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                        | Kia Corp.                                                                                                                     | CUSIP: 493738AD0<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $295821.26    | 0.00%             | 2026-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |    220000 | PA      | $198507.47    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                          | Capstone Borrower, Inc.                                                                                                       | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551822.30    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    880000 | PA      | $723497.37    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $995540.08    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2020E                                                                                     | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $68849.79     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3262152 | PA      | $2740584.10   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                               | HAT Holdings I LLC                                                                                                            | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    970000 | PA      | $998100.70    | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Emirates Semb Corp. Water & Power Co. PJSC                                       | Emirates Semb Corp. Water & Power Co. PJSC                                                                                    | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $374195.08    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5308096 | PA      | $4936736.87   | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46830 | PA      | $46010.76     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1102450.58   | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1620000 | PA      | $1597944.58   | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $1021750.28   | 0.00%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $888087.00    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                                                     | Banco de Credito del Peru SA                                                                                                  | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $768892.62    | 0.00%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    831000 | PA      | $816465.19    | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478205.94    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp., Series 2021                                                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    432000 | PA      | $305600.38    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1650000 | PA      | $1813374.92   | 0.01%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $725086.26    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    744000 | PA      | $602999.62    | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    865000 | PA      | $734929.81    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $917145.59    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163830 | PA      | $151370.20    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    735100 | PA      | $830380.47    | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $305568.48    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1446236.48   | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                  | DAE Funding LLC                                                                                                               | CUSIP: N/A<br>LEI: 635400SZTPQL3Y1P2C76       | Long             | DBT              | CORP              | US        |    600000 | PA      | $574955.58    | 0.00%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    635000 | PA      | $601741.10    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56907 | PA      | $55417.48     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2355711.27   | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    440000 | PA      | $478507.68    | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543792.77    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                               | First Horizon Bank                                                                                                            | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601298.57    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4404315 | PA      | $4014246.81   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    771000 | PA      | $723727.63    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $666547.38    | 0.00%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300597.19    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1102556.06   | 0.00%             | 2028-04-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1360085.03   | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $926181.71    | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    740000 | PA      | $746933.62    | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1035580.16   | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series 21A                                                                       | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $92764.10     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217989.25   | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    676000 | PA      | $595850.71    | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1568000 | PA      | $994896.51    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1100000 | PA      | $1118735.79   | 0.00%             | 2046-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    925000 | PA      | $906024.07    | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $346484.03    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    715000 | PA      | $727307.33    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429123.54    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAQ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $355209.82    | 0.00%             | 2031-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $898759.45    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1444453.03   | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    268000 | PA      | $220935.08    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1065000 | PA      | $984881.55    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $512527.64    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436962.65    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $385898.13    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1872821.30   | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276132.24    | 0.00%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1853012.06   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497938.02    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                            | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $336143.18    | 0.00%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anadolu Efes Biracilik ve Malt Sanayii A/S                                       | Anadolu Efes Biracilik ve Malt Sanayii A/S                                                                                    | CUSIP: N/A<br>LEI: 7890006LGARYVIPOJX03       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $526746.66    | 0.00%             | 2028-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    688000 | PA      | $493804.28    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $590947.04    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Talent Yield International Ltd.                                                  | Talent Yield International Ltd.                                                                                               | CUSIP: N/A<br>LEI: 2549002XKO8XBAXUDO24       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $390223.84    | 0.00%             | 2026-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2200000 | PA      | $2172674.56   | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307047.77    | 0.00%             | 2027-11-18      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $730220.11    | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125875.12    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    472000 | PA      | $314343.54    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1395401.21   | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 724500PBR8LR26XBSP67       | Long             | DBT              | CORP              | NL        |    810000 | PA      | $863639.74    | 0.00%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15886112 | PA      | $13227269.80  | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172695.73    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    704000 | PA      | $576892.50    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    825000 | PA      | $833143.65    | 0.00%             | 2027-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $729259.93    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454907 | PA      | $430924.19    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    875000 | PA      | $672435.88    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    575000 | PA      | $552136.38    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591CJ9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    115000 | PA      | $116399.02    | 0.00%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2021 Ltd.                                                  | SF Holding Investment 2021 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 655600V9A105VPU0VS17       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $191183.59    | 0.00%             | 2028-11-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    695000 | PA      | $679144.56    | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEG0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    622000 | PA      | $532164.69    | 0.00%             | 2030-08-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1080855.32   | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    740000 | PA      | $684223.09    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tri-State Generation and Transmission Association, Inc.                          | Tri-State Generation & Transmission Association, Inc.                                                                         | CUSIP: 89566EAD0<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216716.05    | 0.00%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series WW                                                                                        | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    353000 | PA      | $262580.53    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593905 | PA      | $564138.20    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3558000 | PA      | $3361113.90   | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1166192.83   | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    610000 | PA      | $648306.61    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161728.75    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    405000 | PA      | $361900.45    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    789000 | PA      | $792712.51    | 0.00%             | 2028-09-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    535000 | PA      | $435470.25    | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $95315.45     | 0.00%             | 2029-04-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2754230.58   | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | Rayonier LP                                                                                                                   | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    495000 | PA      | $430210.52    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    715000 | PA      | $723961.25    | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                                                                          | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    354000 | PA      | $347153.31    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1502575.74   | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    765000 | PA      | $767156.01    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    745000 | PA      | $662257.52    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   5272000 | PA      | $5331578.19   | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1968646.03   | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $940345.68    | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XREJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2971195 | PA      | $2842207.32   | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3600000 | PA      | $2945694.26   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                                            | Liberty Utilities Co.                                                                                                         | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $657298.91    | 0.00%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5344891 | PA      | $5403926.52   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    920000 | PA      | $844236.18    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1497000 | PA      | $1134903.36   | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                                                                     | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |   1465000 | PA      | $1439061.70   | 0.00%             | 2027-04-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574321.71    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4804 | PA      | $4563.54      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434632.94    | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1087785.81   | 0.00%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    960000 | PA      | $784607.17    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1400000 | PA      | $1451558.53   | 0.00%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3416158.20   | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $733580.82    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shenwan Hongyuan International Finance Ltd.                                      | Shenwan Hongyuan International Finance Ltd.                                                                                   | CUSIP: N/A<br>LEI: 655600HI7E64512O6T76       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $193769.32    | 0.00%             | 2026-07-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403579.02    | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3528000 | PA      | $3419984.28   | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    830000 | PA      | $854814.79    | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    580000 | PA      | $565044.17    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2011F-1                                                                                              | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1080225.83   | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17414.39     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $257166.44    | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    512000 | PA      | $462071.38    | 0.00%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2786000 | PA      | $2738729.81   | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    515000 | PA      | $389363.07    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    604000 | PA      | $453879.91    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    920000 | PA      | $915135.04    | 0.00%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                      | BANK5 Trust, Series 2024-5YR6, Class A3                                                                                       | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4739661.51   | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $464419.73    | 0.00%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375024.83    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    505000 | PA      | $482313.34    | 0.00%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1383249.69   | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $598060.65    | 0.00%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1753894.11   | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    219000 | PA      | $243701.81    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2795149.27   | 0.01%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328826.42    | 0.00%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $318998.18    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                                                                          | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $966200.93    | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1097705.59   | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785078 | PA      | $765944.12    | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7887281 | PA      | $7943858.49   | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471737.04    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $631640.83    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $924780.89    | 0.00%             | 2027-09-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342347.34    | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    465000 | PA      | $422827.81    | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    368000 | PA      | $351635.42    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                               | Kingdom of Belgium                                                                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   1200000 | PA      | $1124041.40   | 0.00%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    645000 | PA      | $522154.13    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    720000 | PA      | $804398.12    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1063744.49   | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418724.74    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    860000 | PA      | $876223.76    | 0.00%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fermaca Enterprises S de RL de CV                                                | Fermaca Enterprises S de RL de CV                                                                                             | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | MX        |    348674 | PA      | $334183.25    | 0.00%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336TAA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    685000 | PA      | $697450.80    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $481449.90    | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    804000 | PA      | $798709.35    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    405000 | PA      | $360416.04    | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489150.52    | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    188000 | PA      | $139522.24    | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1115774.73   | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    727000 | PA      | $742899.28    | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1482264.37   | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69993 | PA      | $68427.77     | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2807265.72   | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    850000 | PA      | $804313.29    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614358.00    | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    320000 | PA      | $272972.41    | 0.00%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                             | RLJ Lodging Trust LP                                                                                                          | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    490000 | PA      | $480797.41    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1178441.17   | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                    | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $767443.34    | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1190000 | PA      | $1229414.84   | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6807214 | PA      | $6705098.05   | 0.02%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200108.03    | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   2270000 | PA      | $2328131.99   | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                                           | OCI NV                                                                                                                        | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    615000 | PA      | $671415.72    | 0.00%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728464.46    | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    780000 | PA      | $776416.68    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3352000 | PA      | $3032812.02   | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2448419.44   | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    675000 | PA      | $690693.89    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242276.47    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    495000 | PA      | $479374.88    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1966738.31   | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1795000 | PA      | $1654661.96   | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    440000 | PA      | $408647.76    | 0.00%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2265737 | PA      | $2227411.68   | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1455000 | PA      | $1506250.16   | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $511108.39    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1415986.05   | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    865000 | PA      | $866971.84    | 0.00%             | 2033-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476019.90    | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    476000 | PA      | $465833.92    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                 | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    656000 | PA      | $628644.37    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |    650000 | PA      | $642326.61    | 0.00%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Arch Capital Group Ltd.                                                          | Arch Capital Group Ltd.                                                                                                       | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    961000 | PA      | $684090.94    | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338180 | PA      | $303749.74    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    617000 | PA      | $652739.29    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC                                                   | Conduent Business Services LLC                                                                                                | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    526000 | PA      | $483568.39    | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Minsur SA                                                                        | Minsur SA                                                                                                                     | CUSIP: N/A<br>LEI: 254900C69MVC7SXO2G61       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $364597.40    | 0.00%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    820000 | PA      | $673874.31    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    963000 | PA      | $913727.94    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    960000 | PA      | $986813.20    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $1938354.52   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495538 | PA      | $420380.92    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1021414.58   | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $617439.79    | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1166709.52   | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    929000 | PA      | $924962.89    | 0.00%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    496000 | PA      | $330295.65    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $633925.77    | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $813318.48    | 0.00%             | 2035-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services, Inc.                                                     | H&E Equipment Services, Inc.                                                                                                  | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1215730.52   | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    998000 | PA      | $955840.53    | 0.00%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $1062986.17   | 0.00%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104912000 | PA      | $105682447.50 | 0.32%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1255540.01   | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                         | Option Care Health, Inc.                                                                                                      | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    504000 | PA      | $475632.94    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    328000 | PA      | $311451.86    | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2207059.19   | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $961944.32    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    865000 | PA      | $882549.68    | 0.00%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    840000 | PA      | $830599.40    | 0.00%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    410000 | PA      | $352892.67    | 0.00%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1309599.58   | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Five LLC                                                      | Goodman US Finance Five LLC                                                                                                   | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $340136.45    | 0.00%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    670000 | PA      | $676224.89    | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $406950.06    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    933000 | PA      | $596855.52    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379719.37    | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1153053.10   | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    435000 | PA      | $495714.48    | 0.00%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38826.59     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $392711.98    | 0.00%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    838000 | PA      | $902329.57    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $536831.07    | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1457786.03   | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1228661.62   | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc.                                                                                                | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $678854.50    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                | Molex Electronic Technologies LLC                                                                                             | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252801.18    | 0.00%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2687524.65   | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital (The)                                                         | Methodist Hospital (The), Series 20A                                                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    638000 | PA      | $385707.61    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $714290.05    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1204097.09   | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5040.81      | 0.00%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    425000 | PA      | $448948.32    | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    870000 | PA      | $768955.15    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1281063.59   | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    680000 | PA      | $685804.42    | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $920453.30    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    430000 | PA      | $375978.40    | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2855046.72   | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | State of North Rhine-Westphalia                                                                                               | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |    600000 | PA      | $583325.07    | 0.00%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2014-2, Class A                                                                    | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    777169 | PA      | $761702.87    | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1020531.88   | 0.00%             | 2028-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    367000 | PA      | $376914.70    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    720000 | PA      | $560469.43    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                          | TK Elevator Holdco GmbH                                                                                                       | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $411335.60    | 0.00%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1337030.96   | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444611.10    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Studio City Co. Ltd.                                                             | Studio City Co. Ltd.                                                                                                          | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    356000 | PA      | $355015.76    | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1521717.27   | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series M                                                                                            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $453998.04    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1160745.89   | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                               | Tractor Supply Co.                                                                                                            | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326145.62    | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    830000 | PA      | $844987.10    | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    825000 | PA      | $831296.11    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2165761.85   | 0.01%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1045763.28   | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2815129.65   | 0.01%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    685000 | PA      | $894426.38    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1720000 | PA      | $1662804.35   | 0.01%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                                | Kronos Acquisition Holdings, Inc.                                                                                             | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $476032.99    | 0.00%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1010720.67   | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    445000 | PA      | $421465.50    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    551000 | PA      | $586560.25    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benteler International AG                                                        | Benteler International AG                                                                                                     | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    520000 | PA      | $530614.87    | 0.00%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    836000 | PA      | $874039.73    | 0.00%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $615893.48    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series Z                                                                                               | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    575000 | PA      | $398800.96    | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8855115 | PA      | $9172564.66   | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $762438.28    | 0.00%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $459833.02    | 0.00%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 4 Ltd.                                                           | HKT Capital No. 4 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900MLP05EG5KFTB45       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $785538.11    | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    880000 | PA      | $864560.40    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $385449.38    | 0.00%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    860000 | PA      | $854239.74    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $936861.13    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    491000 | PA      | $476829.54    | 0.00%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1010524.12   | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care, Series 2020                                                                                             | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26500.12     | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                                                                     | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1685546.51   | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                                     | Kemper Corp.                                                                                                                  | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    465000 | PA      | $404475.66    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336020.86    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1052217.58   | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1081446.00   | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    721000 | PA      | $514758.21    | 0.00%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $514756.28    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $505232.89    | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1207291.33   | 0.00%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $927349.29    | 0.00%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    495000 | PA      | $538153.12    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1958369.22   | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $502476.21    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    905000 | PA      | $925821.05    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1082406.69   | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    544000 | PA      | $434225.30    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Mashreqbank PSC                                                                  | Mashreqbank PSC                                                                                                               | CUSIP: N/A<br>LEI: 5493000SA3K24EQKA103       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $630891.47    | 0.00%             | 2033-02-24      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14940367 | PA      | $11858926.55  | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12612289 | PA      | $11380735.73  | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1938334.69   | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497131.70    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1795000 | PA      | $1409211.83   | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                                                                          | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |    623000 | PA      | $614494.62    | 0.00%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    769210 | PA      | $692708.21    | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    627000 | PA      | $482591.40    | 0.00%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1445430.98   | 0.00%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                               | CA Magnum Holdings                                                                                                            | CUSIP: N/A<br>LEI: 549300ZRDHFR078MFZ78       | Long             | DBT              | CORP              | MU        |   1000000 | PA      | $977151.05    | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $1722423.80   | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $741567.20    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $414284.20    | 0.00%             | 2029-11-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574383.24    | 0.00%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC                                                            | PHH Escrow Issuer LLC                                                                                                         | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $554314.56    | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $937642.53    | 0.00%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122723.74    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227996 | PA      | $208210.02    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    893000 | PA      | $821104.32    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1090000 | PA      | $1063099.05   | 0.00%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $372925.80    | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    595000 | PA      | $613558.23    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    980000 | PA      | $745298.82    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2182616.12   | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    750000 | PA      | $608869.63    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    404000 | PA      | $401621.88    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1435000 | PA      | $1360590.37   | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41801 | PA      | $38451.82     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    722000 | PA      | $612131.78    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                               | Ralph Lauren Corp.                                                                                                            | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    457000 | PA      | $422389.18    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $392185.07    | 0.00%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1343174.36   | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAJ3<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $810993.69    | 0.00%             | 2033-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Oil Co. of the Azerbaijan Republic                                         | State Oil Co. of the Azerbaijan Republic                                                                                      | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |    822000 | PA      | $854538.42    | 0.00%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414237.92    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158470 | PA      | $165897.39    | 0.00%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56503000 | PA      | $56542728.67  | 0.17%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1377364.96   | 0.00%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403081.79    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $188529.69    | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                                             | CCL Industries, Inc.                                                                                                          | CUSIP: 124900AB7<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29461.29     | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $998608.63    | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1937021.99   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    494000 | PA      | $488859.03    | 0.00%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    465000 | PA      | $446380.76    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786247.65    | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11649729 | PA      | $11658726.36  | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600337.74    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    353000 | PA      | $352119.77    | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    680000 | PA      | $675059.02    | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Development Bank (The)                                                       | New Development Bank (The)                                                                                                    | CUSIP: N/A<br>LEI: 254900VPI91W77OOUM06       | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $193540.47    | 0.00%             | 2026-04-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co., Series Q                                                                                   | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238021.69    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1203660.31   | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts                          | Chicago Transit Authority Sales & Transfer Tax Receipts, Series 2008B                                                         | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    741460 | PA      | $823434.91    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    570000 | PA      | $533749.69    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AL1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    383000 | PA      | $323116.79    | 0.00%             | 2044-04-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aercap Sukuk Ltd.                                                                | Aercap Sukuk Ltd.                                                                                                             | CUSIP: 00782EAA1<br>LEI: 391200JQT9N8N6OA4N81 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $107747.45    | 0.00%             | 2029-10-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    515000 | PA      | $491969.68    | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1052841.13   | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    143000 | PA      | $97451.83     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407314.00    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188521.39    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1261730 | PA      | $624608.08    | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    800000 | PA      | $718643.12    | 0.00%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                 | AptarGroup, Inc.                                                                                                              | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118489.09    | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49459000 | PA      | $48489139.92  | 0.15%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    935000 | PA      | $924633.69    | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                                                    | HB Fuller Co.                                                                                                                 | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274298.90    | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |   4055000 | PA      | $4083453.21   | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    981000 | PA      | $891239.89    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1217140.26   | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   1965000 | PA      | $1982923.00   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1326870 | PA      | $1168604.47   | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1569731.77   | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349652.75    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    722000 | PA      | $727000.63    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $1961669.70   | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $551103.28    | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| ICBCIL Finance Co. Ltd.                                                          | ICBCIL Finance Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300ZCUURSNVTOEU07       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $775468.52    | 0.00%             | 2026-08-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1236933.75   | 0.00%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617A1GG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130631 | PA      | $120417.60    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Endowment (The)                                                       | California Endowment (The), Series 2021                                                                                       | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    510000 | PA      | $299445.59    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    445000 | PA      | $490273.29    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                                           | Vermilion Energy, Inc.                                                                                                        | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $360190.22    | 0.00%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    465000 | PA      | $401839.68    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    565000 | PA      | $445763.20    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1226301.59   | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1346076.30   | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    789000 | PA      | $682632.57    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    760000 | PA      | $783167.68    | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305370 | PA      | $289299.53    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1600000 | PA      | $1177607.36   | 0.00%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $602147.15    | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    560000 | PA      | $473350.94    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $925862.97    | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC                                                       | Neuberger Berman Group LLC                                                                                                    | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $495275.88    | 0.00%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    781000 | PA      | $769774.58    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    765000 | PA      | $743941.51    | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAV2<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $401916.19    | 0.00%             | 2028-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSYU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4424646 | PA      | $4340743.45   | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459665.64    | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    590000 | PA      | $669790.07    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2141126.32   | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc., Series CB                                                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    575000 | PA      | $521732.97    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1797306.75   | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    796000 | PA      | $790943.57    | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    425000 | PA      | $402051.99    | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    800000 | PA      | $743528.64    | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28540.35     | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $5427406.25   | 0.02%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2007353 | PA      | $1791082.20   | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73462000 | PA      | $73898180.63  | 0.22%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $447166.30    | 0.00%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    525000 | PA      | $539274.20    | 0.00%             | 2027-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    455000 | PA      | $439507.63    | 0.00%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                           | Hercules Capital, Inc.                                                                                                        | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109964.94    | 0.00%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504299.22    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $766010.08    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2600000 | PA      | $1747408.13   | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352504.81    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC                                                           | Brookfield Finance LLC                                                                                                        | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    947000 | PA      | $619471.91    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                                           | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $444092.41    | 0.00%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    425000 | PA      | $367596.21    | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    760000 | PA      | $748437.09    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $676904.45    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427161.11    | 0.00%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kyobo Life Insurance Co. Ltd.                                                    | Kyobo Life Insurance Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 988400Y298KYBHWRBS28       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $402278.11    | 0.00%             | 2052-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    637000 | PA      | $595965.19    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53516000 | PA      | $53963360.31  | 0.16%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1058254.19   | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1791112.89   | 0.01%             | 2030-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    674000 | PA      | $655746.29    | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    326000 | PA      | $334323.32    | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    943000 | PA      | $934278.36    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $185590.58    | 0.00%             | 2048-09-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    335000 | PA      | $349020.08    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12675000 | PA      | $12819079.13  | 0.04%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    905000 | PA      | $861855.53    | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                               | Kinross Gold Corp.                                                                                                            | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $642005.07    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1473000 | PA      | $1360220.34   | 0.00%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $919985.60    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2774000 | PA      | $3048782.61   | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2019B                                                                         | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $54988.97     | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2020N                                                   | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $61863.15     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Isdb Trust Services NO 2 SARL                                                    | Isdb Trust Services NO 2 SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |    200000 | PA      | $200460.62    | 0.00%             | 2029-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                | Star Parent, Inc.                                                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    985000 | PA      | $996539.74    | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111746000 | PA      | $113134094.84 | 0.34%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $829312.29    | 0.00%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584237.33    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $2289530.77   | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1902302.05   | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495500.47    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4200000 | PA      | $2734355.86   | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $445043.03    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series 21A                                                                                 | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    345000 | PA      | $220387.48    | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1000139.38   | 0.00%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    483000 | PA      | $427640.43    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    790000 | PA      | $792931.96    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1519949 | PA      | $1700341.81   | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAT0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    760000 | PA      | $629627.80    | 0.00%             | 2047-03-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791973 | PA      | $1859864.08   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93141000 | PA      | $94341645.70  | 0.28%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAA6<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $489683.60    | 0.00%             | 2028-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3468586 | PA      | $3023058.61   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448027.65    | 0.00%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                                                                            | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $361815.59    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1504678.07   | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 00216LAG8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    365000 | PA      | $369578.65    | 0.00%             | 2026-06-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                                                                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    580000 | PA      | $507235.75    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $424731.22    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1513072 | PA      | $1485787.02   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    866000 | PA      | $790034.98    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1031643.03   | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                   | Korea East-West Power Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400N0YW2A27V3D553       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $404840.24    | 0.00%             | 2028-07-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $447273.28    | 0.00%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    715000 | PA      | $689859.59    | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1048601.40   | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XC3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3085801 | PA      | $2700438.23   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    931000 | PA      | $898043.95    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1465000 | PA      | $1488753.35   | 0.00%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: —       |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1238950.62   | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3038000 | PA      | $2935497.70   | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    934000 | PA      | $906227.41    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    760000 | PA      | $787254.64    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    690000 | PA      | $598767.18    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | Enel Americas SA                                                                                                              | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    602000 | PA      | $594988.08    | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $999612.60    | 0.00%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    521000 | PA      | $515570.62    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    803000 | PA      | $686796.33    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1739000 | PA      | $1694271.40   | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1279104.14   | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277276.85    | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KODIT Global Co. Ltd.                                                            | KODIT Global Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400A64LCQYEPSEO98       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $402085.19    | 0.00%             | 2026-05-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1101856.64   | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    635000 | PA      | $647909.60    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    679000 | PA      | $666295.96    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                  | Dealer Tire LLC                                                                                                               | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $491155.26    | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B11, Class A4                                                                           | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2831562.62   | 0.01%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514450.84    | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |   1650000 | PA      | $1557758.10   | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    767000 | PA      | $670347.31    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AX4<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195229.75    | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $549512.91    | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43046000 | PA      | $42911481.25  | 0.13%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $249973.88    | 0.00%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1158704 | PA      | $1112163.67   | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $1888493.78   | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    555000 | PA      | $601636.05    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294700.71    | 0.00%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $333858.39    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126303.75    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    585000 | PA      | $612633.03    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Marine, Inc.                                                              | Global Marine, Inc.                                                                                                           | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $231615.34    | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95390 | PA      | $84886.78     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                   | Sales Tax Securitization Corp., Series 2019A                                                                                  | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $528277.63    | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2509560.53   | 0.01%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   6300000 | PA      | $5088619.15   | 0.02%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1670967.87   | 0.01%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31989 | PA      | $30342.68     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1049655.69   | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University, Series 2013                                                                                         | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    295000 | PA      | $232754.22    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co.                                                             | El Paso Electric Co.                                                                                                          | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    317000 | PA      | $274421.65    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    570000 | PA      | $410391.49    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2000000 | PA      | $1715623.91   | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    950000 | PA      | $815729.28    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $927310.96    | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    935000 | PA      | $943310.29    | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    752000 | PA      | $769331.70    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3149000 | PA      | $3350584.48   | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20554.43     | 0.00%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center, Series 2020                                                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    280000 | PA      | $180792.80    | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    545000 | PA      | $531134.57    | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    740000 | PA      | $661972.61    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14130018 | PA      | $11248604.64  | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $399089.07    | 0.00%             | 2047-01-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1400000 | PA      | $1263842.73   | 0.00%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    995000 | PA      | $1049495.08   | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $403847.25    | 0.00%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    465000 | PA      | $428459.28    | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1175000 | PA      | $1134992.88   | 0.00%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                            | LD Holdings Group LLC                                                                                                         | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $330300.09    | 0.00%             | 2027-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7353680 | PA      | $6122665.99   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    730000 | PA      | $575892.24    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    755000 | PA      | $758241.63    | 0.00%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | Presbyterian Healthcare Services                                                                                              | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    508000 | PA      | $453090.33    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                              | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    825000 | PA      | $666209.21    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1270012.13   | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade, Series 2018C                                                                                            | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $53913.05     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAB9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1105575.22   | 0.00%             | 2027-01-11      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $578144.41    | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    694000 | PA      | $770196.16    | 0.00%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $761593.28    | 0.00%             | 2026-12-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539731.66    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $706254.53    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    925000 | PA      | $926062.84    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $331837.91    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2215653.01   | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    134000 | PA      | $95676.13     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $749479.86    | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $346632.24    | 0.00%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2232746 | PA      | $2056797.93   | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    535000 | PA      | $506817.15    | 0.00%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $843530.24    | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385057.54    | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1014790.94   | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3615018 | PA      | $3616550.15   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $605475.14    | 0.00%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    945000 | PA      | $909866.97    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76197 | PA      | $69280.06     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156362 | PA      | $143837.15    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336522.31    | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    790000 | PA      | $733514.94    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital plc                                                            | BG Energy Capital plc                                                                                                         | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |   1077000 | PA      | $1009637.31   | 0.00%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2123000 | PA      | $2116225.71   | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                    | Kraken Oil & Gas Partners LLC                                                                                                 | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    495000 | PA      | $443736.71    | 0.00%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1710000 | PA      | $1792554.45   | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    305000 | PA      | $294388.67    | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    702000 | PA      | $690301.10    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $683053.20    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1655000 | PA      | $1701692.72   | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    775000 | PA      | $778570.24    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7LA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321876 | PA      | $305123.18    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349073.86    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    645000 | PA      | $404525.95    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1190000 | PA      | $1144996.46   | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $330984.55    | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1241553.42   | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series D                                                                                       | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    423000 | PA      | $368292.03    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAE5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    665000 | PA      | $576077.28    | 0.00%             | 2046-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    755000 | PA      | $639478.54    | 0.00%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1049000 | PA      | $903338.95    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1200648.72   | 0.00%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    923000 | PA      | $814661.85    | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1811487.62   | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1436219.88   | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                                   | ANGI Group LLC                                                                                                                | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $457025.75    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia, Series 2020                                                                                           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $635873.05    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $506941.99    | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    480000 | PA      | $411401.46    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    410000 | PA      | $425255.40    | 0.00%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2054619 | PA      | $1651472.31   | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    946000 | PA      | $930682.23    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    684000 | PA      | $512783.90    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    995000 | PA      | $984665.24    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    275000 | PA      | $302104.05    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QVDD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3987 | PA      | $3684.26      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    380000 | PA      | $293678.52    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    960000 | PA      | $838820.21    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                                    | Griffon Corp.                                                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    968000 | PA      | $954885.75    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1520000 | PA      | $1515538.27   | 0.00%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $195729.77    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    940000 | PA      | $952628.26    | 0.00%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1100000 | PA      | $584731.14    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    659000 | PA      | $499918.66    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                       | Jacobs Entertainment, Inc.                                                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454773.62    | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532796.37    | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    371000 | PA      | $375156.54    | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JGSH Philippines Ltd.                                                            | JGSH Philippines Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 984500C4564DDC8F1072       | Long             | DBT              | CORP              | VG        |    500000 | PA      | $476452.90    | 0.00%             | 2030-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AJ4<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    722000 | PA      | $695451.10    | 0.00%             | 2026-07-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $1639893.45   | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24859000 | PA      | $25712194.91  | 0.08%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    560000 | PA      | $568388.85    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    870000 | PA      | $832762.40    | 0.00%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318024.02    | 0.00%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    733000 | PA      | $743364.48    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                    | Vontier Corp.                                                                                                                 | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    723000 | PA      | $702201.81    | 0.00%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38814 | PA      | $38128.65     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19260242 | PA      | $16869275.06  | 0.05%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $975726.65    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $584766.48    | 0.00%             | 2029-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    565000 | PA      | $342641.95    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                            | TrueNoord Capital DAC                                                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    130000 | PA      | $132764.56    | 0.00%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                          | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    860000 | PA      | $857451.37    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    915000 | PA      | $831815.53    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1412553.77   | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2021 Ltd.                                                  | SF Holding Investment 2021 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 655600V9A105VPU0VS17       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $582422.04    | 0.00%             | 2026-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1179867.30   | 0.00%             | 2026-05-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                            | KeHE Distributors LLC                                                                                                         | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $1008680.67   | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    875000 | PA      | $828459.58    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    730000 | PA      | $624768.46    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347376.34    | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    852000 | PA      | $733249.01    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1181086.94   | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    600000 | PA      | $602919.59    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries, Inc.                                                       | Winnebago Industries, Inc.                                                                                                    | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    183000 | PA      | $181972.49    | 0.00%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505054.35    | 0.00%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    792000 | PA      | $657394.22    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1085000 | PA      | $1084184.24   | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    609000 | PA      | $433941.32    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $348948.81    | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings V Ltd.                                   | China Great Wall International Holdings V Ltd.                                                                                | CUSIP: N/A<br>LEI: 254900N6H4J4MJJ8ZN67       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $688244.07    | 0.00%             | 2030-08-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168125.83    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2770000 | PA      | $2864681.16   | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YUHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29128 | PA      | $27736.40     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $600584.03    | 0.00%             | 2027-10-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1227206.42   | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610647.53    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $856725.58    | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1060424.28   | 0.00%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1800000 | PA      | $1824538.99   | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BG8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1020965.22   | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $544427.32    | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383951.47    | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228160.51    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                          | Cobra AcquisitionCo LLC                                                                                                       | CUSIP: 19106CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243389.74    | 0.00%             | 2029-11-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                                     | Kemper Corp.                                                                                                                  | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    386000 | PA      | $344121.42    | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    730000 | PA      | $634090.93    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GSN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12108622 | PA      | $12363373.56  | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1186639.51   | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAC8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $769448.67    | 0.00%             | 2027-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | American Assets Trust LP                                                                                                      | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    605000 | PA      | $527703.61    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1228084.55   | 0.00%             | 2054-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34948 | PA      | $33277.71     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    595000 | PA      | $640679.93    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141394.94    | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1735409 | PA      | $1748608.73   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    982000 | PA      | $928420.02    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730516.60    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2165000 | PA      | $2145621.34   | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4099404.74   | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                   | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    290000 | PA      | $313191.87    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   4800000 | PA      | $4058926.15   | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332529.09    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc., Series 2020                                                                                               | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223960.08    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    717000 | PA      | $725398.74    | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191238 | PA      | $173752.27    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1046543.85   | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8KR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909000 | PA      | $828288.39    | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26520200 | PA      | $16811320.53  | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                         | MetLife Capital Trust IV                                                                                                      | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1125304.84   | 0.00%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $93368.71     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                          | Ellucian Holdings, Inc.                                                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    815000 | PA      | $816569.58    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218588.86    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    645000 | PA      | $647003.51    | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | Hoag Memorial Hospital Presbyterian                                                                                           | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    693000 | PA      | $515280.12    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472747.75    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    791000 | PA      | $697276.07    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128095.95    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $3098331.91   | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $976512.36    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1465000 | PA      | $1528779.54   | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Shaoxing Shangyu State-owned Capital Investment Operation Co. Ltd.               | Shaoxing Shangyu State-owned Capital Investment Operation Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 3003009489P0SMPRDL57       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $402874.06    | 0.00%             | 2027-01-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    560000 | PA      | $551965.35    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    930000 | PA      | $944405.97    | 0.00%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    492000 | PA      | $466815.09    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1106483.81   | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1447000 | PA      | $1216556.64   | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1905000 | PA      | $2096654.95   | 0.01%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust, Series 2025-A, Class A4                                                                    | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509919.10    | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239314 | PA      | $220065.62    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338965.54    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DE2<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187494.81    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    445000 | PA      | $457243.29    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $567710.20    | 0.00%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Hunt Oil Co. of Peru LLC Sucursal Del Peru                                       | Hunt Oil Co. of Peru LLC Sucursal Del Peru                                                                                    | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $412451.75    | 0.00%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2320000 | PA      | $2351611.81   | 0.01%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $992161.14    | 0.00%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                         | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    600000 | PA      | $504316.62    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $363765.43    | 0.00%             | 2031-05-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    370000 | PA      | $391931.76    | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1550000 | PA      | $1536112.43   | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 984500BDB0DE6F1AF647       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $399794.87    | 0.00%             | 2028-03-19      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2678657 | PA      | $2438373.98   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297410.93    | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                               | Colombia Telecomunicaciones SA ESP                                                                                            | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |    450000 | PA      | $395412.17    | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H3XW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275207 | PA      | $252676.33    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1549194.27   | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8644641 | PA      | $8097004.55   | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2170000 | PA      | $1812316.53   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964292.06    | 0.00%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAH1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61289.02     | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    660000 | PA      | $677048.23    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KR5X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3009103 | PA      | $3135189.62   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $739831.55    | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14527734.38  | 0.04%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    445000 | PA      | $473197.85    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |   1400000 | PA      | $1384891.13   | 0.00%             | 2027-07-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $871786.35    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    860000 | PA      | $874223.58    | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512093.90    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140N25Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808081 | PA      | $795757.88    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12203129 | PA      | $10777712.98  | 0.03%             | 2037-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1206562.39   | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    615000 | PA      | $562292.95    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    470000 | PA      | $392709.87    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $925123.82    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403296.62    | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    634000 | PA      | $559923.25    | 0.00%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc.                                                                                                                 | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    815772 | PA      | $472610.69    | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Swire Properties MTN Financing Ltd.                                              | Swire Properties MTN Financing Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300MYFUCWFUIC4803       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195271.69    | 0.00%             | 2028-01-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    556000 | PA      | $596142.19    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAK6<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $200869.33    | 0.00%             | 2026-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2089963.25   | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5569043 | PA      | $5505228.23   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |    600000 | PA      | $634731.70    | 0.00%             | 2033-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    457000 | PA      | $449682.84    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2515547.77   | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    895000 | PA      | $821221.14    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1550000 | PA      | $1050607.38   | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    690000 | PA      | $742407.09    | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16126 | PA      | $15652.42     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    510000 | PA      | $389933.79    | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1751000 | PA      | $1720045.06   | 0.01%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14805893 | PA      | $14203682.80  | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $346525.68    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $414161.62    | 0.00%             | 2028-03-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540546.01    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27492 | PA      | $26543.52     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 133                                                                                           | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $236936.36    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                                                         | ENN Energy Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $801943.48    | 0.00%             | 2027-05-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1425000 | PA      | $1513681.06   | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1250000 | PA      | $965640.88    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1975000 | PA      | $1978386.28   | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    849000 | PA      | $553566.47    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBN8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    355000 | PA      | $343454.74    | 0.00%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1418300.87   | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Asia Corp. Ltd.                                          | China Construction Bank Asia Corp. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300MPFMWO1KUUZ497       | Long             | DBT              | CORP              | HK        |    500000 | PA      | $517299.15    | 0.00%             | 2029-11-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2022-BNK44, Class AS                                                                                             | CUSIP: 06540KAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $5480767.23   | 0.02%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1028007.74   | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2285664.38   | 0.01%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Industrial Bank Co. Ltd.                                                         | Industrial Bank Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3003007Y03W5HH1MXR96       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $599640.70    | 0.00%             | 2027-08-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                       | US Bank NA                                                                                                                    | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200093.95    | 0.00%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313144.26    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $687339.56    | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    561000 | PA      | $415620.67    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    790000 | PA      | $813881.22    | 0.00%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    680000 | PA      | $697290.71    | 0.00%             | 2028-05-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247131.03    | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53850000 | PA      | $38275570.31  | 0.12%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38807000 | PA      | $28468572.66  | 0.09%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    755000 | PA      | $768052.56    | 0.00%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| W&T Offshore, Inc.                                                               | W&T Offshore, Inc.                                                                                                            | CUSIP: 92922PAN6<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $219775.35    | 0.00%             | 2029-02-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    809000 | PA      | $529686.03    | 0.00%             | 2051-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1720000 | PA      | $1451260.99   | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38265000 | PA      | $35735922.66  | 0.11%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $733858.76    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBQ9<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $519571.76    | 0.00%             | 2035-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $919887.91    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    570000 | PA      | $409478.93    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16663964 | PA      | $13918281.23  | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2100000 | PA      | $1859508.70   | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1581102.47   | 0.00%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    988000 | PA      | $975808.01    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1013836.01   | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24912 | PA      | $24146.69     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $637142.17    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2456960.51   | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723632 | PA      | $749008.86    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12956169 | PA      | $10334922.96  | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    759000 | PA      | $483301.31    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    639000 | PA      | $571397.09    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2024-3, Class A                                                          | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1122690.58   | 0.00%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8846604 | PA      | $8688421.49   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247192.94    | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2024-2, Class C                                                                          | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $446725.70    | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $88757.40     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    557000 | PA      | $547471.07    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644718.97    | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2131781.13   | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    360000 | PA      | $267416.38    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2555642 | PA      | $2607028.65   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $399468.08    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V13, Class A2                                                                           | CUSIP: 08164AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3046586.76   | 0.01%             | 2058-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $1464810.21   | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1154141.57   | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1790846 | PA      | $1645107.46   | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1922000 | PA      | $2031772.65   | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    513000 | PA      | $443396.13    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    271000 | PA      | $229022.08    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    735000 | PA      | $731413.36    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                                              | Maryland Economic Development Corp., Series 2024                                                                              | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180564.55    | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    910000 | PA      | $883644.52    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Acadian Asset Management, Inc.                                                   | Acadian Asset Management, Inc.                                                                                                | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269064.33    | 0.00%             | 2026-07-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAD8<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194649.63    | 0.00%             | 2026-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $919349.30    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $524391.14    | 0.00%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    665000 | PA      | $678510.05    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    800000 | PA      | $804206.04    | 0.00%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444712 | PA      | $395245.63    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPRL International Singapore Pte. Ltd.                                           | BPRL International Singapore Pte. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198940.03    | 0.00%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    475000 | PA      | $438418.10    | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBE4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388007.25    | 0.00%             | 2028-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $905522.00    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    370000 | PA      | $369274.19    | 0.00%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wipro IT Services LLC                                                            | Wipro IT Services LLC                                                                                                         | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    600000 | PA      | $580031.24    | 0.00%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                 | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    735000 | PA      | $738744.64    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1021510.55   | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    328000 | PA      | $318545.11    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430614.58    | 0.00%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178184.54    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1061165.09   | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32185 | PA      | $30714.21     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6722157 | PA      | $5644194.86   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    868589 | PA      | $1019231.36   | 0.00%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $610711.78    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1277904.26   | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                                                                 | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    860000 | PA      | $872049.19    | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1049019.20   | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105HAG5<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $404404.50    | 0.00%             | 2028-08-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VAY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $638905.55    | 0.00%             | 2026-09-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    954000 | PA      | $928603.85    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1022748.45   | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $374778.95    | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| At Home Group, Inc.                                                              | At Home Group, Inc.                                                                                                           | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $26462.21     | 0.00%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    233000 | PA      | $236832.82    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1275488.80   | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79822.85     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0KV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2931110 | PA      | $2879205.68   | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    607000 | PA      | $587140.11    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16938 | PA      | $16894.99     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |   1600000 | PA      | $1361294.31   | 0.00%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    685000 | PA      | $570597.42    | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    948000 | PA      | $907409.16    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1299812.29   | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $4434148.89   | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                               | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |    400000 | PA      | $372458.12    | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $2989162.75   | 0.01%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312404.61    | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516914.17    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    825000 | PA      | $834015.48    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACJ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520110.41    | 0.00%             | 2030-06-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197446 | PA      | $181281.52    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61799.50     | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4914670 | PA      | $5000628.77   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance plc                                                              | Invesco Finance plc                                                                                                           | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $401093.73    | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1305000 | PA      | $1345683.13   | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    740000 | PA      | $758655.85    | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University, Series A                                                                                            | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349861.92    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3376 | PA      | $3198.61      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    790000 | PA      | $807884.12    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    374000 | PA      | $351014.81    | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1426503.67   | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    533000 | PA      | $544313.40    | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    368000 | PA      | $360329.33    | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAL2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $406528.15    | 0.00%             | 2036-10-24      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    910000 | PA      | $646040.51    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    515000 | PA      | $493267.27    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1969947.31   | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAQ3<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $575249.71    | 0.00%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commercial Bank of Dubai PSC                                                     | Commercial Bank of Dubai PSC                                                                                                  | CUSIP: N/A<br>LEI: 2138002DQL2YD4S8HE87       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $610271.37    | 0.00%             | 2028-06-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255101.91    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215397.27    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26163400 | PA      | $18248971.50  | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    662000 | PA      | $526083.41    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1579835.34   | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2100000 | PA      | $2047860.67   | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCH7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9361.21      | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $591440.95    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    465000 | PA      | $430703.03    | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    720000 | PA      | $705542.25    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1403454.07   | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |    883000 | PA      | $873098.56    | 0.00%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K110, Class A2                      | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660000 | PA      | $583703.62    | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: 65540KAJ4<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200163.91    | 0.00%             | 2027-07-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $916933.37    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25220000 | PA      | $25527368.75  | 0.08%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1212157.30   | 0.00%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1337822.16   | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1581319.88   | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                                                                      | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218850.93    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453629.02    | 0.00%             | 2035-01-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NewCo Holding USD 20 SARL                                                        | NewCo Holding USD 20 SARL                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    600000 | PA      | $597339.83    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $765016.66    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 06-B                                                                        | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    375000 | PA      | $403666.35    | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    899000 | PA      | $885995.09    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1714100.51   | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $769318.57    | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $395960.22    | 0.00%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4252329 | PA      | $3565604.68   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $572648.47    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    555000 | PA      | $372103.95    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311667.57    | 0.00%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37797000 | PA      | $18863065.31  | 0.06%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    837000 | PA      | $690029.07    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y5DG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751981 | PA      | $1701399.87   | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp, Series V                                                                                                          | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1502596.21   | 0.00%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $1981973.86   | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    830000 | PA      | $839419.45    | 0.00%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1230433.73   | 0.00%             | 2026-04-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    372000 | PA      | $276452.64    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AC5<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $59196.81     | 0.00%             | 2048-04-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1341307.63   | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1340000 | PA      | $1279647.53   | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1270740.75   | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    950000 | PA      | $1059679.70   | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    935000 | PA      | $865384.53    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    502000 | PA      | $426675.18    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    885000 | PA      | $584696.88    | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2227500.12   | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209020.44    | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1079139.14   | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $403452.76    | 0.00%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    975000 | PA      | $994946.29    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1026744.41   | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775072 | PA      | $2534588.29   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1596048.81   | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOCOM International Blossom Ltd.                                                 | BOCOM International Blossom Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2138009XYMCVIMXQ9W78       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $387029.56    | 0.00%             | 2026-06-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    998000 | PA      | $932134.77    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $590315.53    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234588.27    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    728000 | PA      | $563206.64    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $312963.28    | 0.00%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1585944.79   | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ruwais Power Co. PJSC                                                            | Ruwais Power Co. PJSC                                                                                                         | CUSIP: N/A<br>LEI: 635400CH1S8AGGXHLZ09       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $824139.31    | 0.00%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1409637.43   | 0.00%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2153000 | PA      | $2192378.09   | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $557854.77    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    568000 | PA      | $422823.16    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    843000 | PA      | $822470.51    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Talent Yield International Ltd.                                                  | Talent Yield International Ltd.                                                                                               | CUSIP: N/A<br>LEI: 2549002XKO8XBAXUDO24       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $555610.26    | 0.00%             | 2031-05-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    893000 | PA      | $829169.53    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M7RC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8504 | PA      | $8160.26      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2271000 | PA      | $2129744.59   | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1600000 | PA      | $1567478.89   | 0.00%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                              | Aethon United BR LP                                                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    986000 | PA      | $989954.14    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    710000 | PA      | $601805.97    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1133441.55   | 0.00%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                  | Brand Industrial Services, Inc.                                                                                               | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1317216.54   | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Hutama Karya Persero PT                                                          | Hutama Karya Persero PT                                                                                                       | CUSIP: N/A<br>LEI: 2549009QN3GU8QCI7Q61       | Long             | DBT              | NUSS              | ID        |    650000 | PA      | $613136.94    | 0.00%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $497257.78    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3552000 | PA      | $3224014.84   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    420000 | PA      | $363944.78    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1259669.40   | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    524000 | PA      | $553978.76    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3022326 | PA      | $2986318.34   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $595998.82    | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    735000 | PA      | $708790.67    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $1293304.49   | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                                                 | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441909 | PA      | $418450.51    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $500202.23    | 0.00%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1033296.71   | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $304004.20    | 0.00%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1250390.07   | 0.00%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                                                           | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $456649.32    | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    770000 | PA      | $774030.53    | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    803000 | PA      | $637397.08    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2525177.58   | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $837893.17    | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1950000 | PA      | $1952151.56   | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Chile Electricity PEC SpA                                                        | Chile Electricity PEC SpA                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CL        |    390519 | PA      | $337977.46    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                                     | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    488000 | PA      | $481221.16    | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mashreqbank PSC                                                                  | Mashreqbank PSC                                                                                                               | CUSIP: N/A<br>LEI: 5493000SA3K24EQKA103       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $408995.45    | 0.00%             | 2029-06-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $384392.80    | 0.00%             | 2026-09-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1002718.95   | 0.00%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615326.71    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $406787.11    | 0.00%             | 2026-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    455000 | PA      | $501912.12    | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $588068.24    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| St Marys Cement, Inc. Canada                                                     | St. Marys Cement, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 5493009981WBHS86CJ89       | Long             | DBT              | CORP              | CA        |    400000 | PA      | $396502.93    | 0.00%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    337000 | PA      | $335060.95    | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    795000 | PA      | $792204.89    | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    778000 | PA      | $517485.67    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $683115.56    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Movida Europe SA                                                                 | Movida Europe SA                                                                                                              | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $352238.11    | 0.00%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598548.89    | 0.00%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33077 | PA      | $32608.98     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                       | Dell, Inc.                                                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    395000 | PA      | $412785.37    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1893514 | PA      | $1691611.39   | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191524.39    | 0.00%             | 2054-04-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $416643.29    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    370000 | PA      | $329227.96    | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    545000 | PA      | $509399.51    | 0.00%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19472888 | PA      | $16899833.83  | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | Discover Financial Services                                                                                                   | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    690000 | PA      | $739201.41    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    832000 | PA      | $696265.67    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2533378.30   | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    548000 | PA      | $422472.74    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    617000 | PA      | $520522.01    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144447.53    | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $244153.48    | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22224841 | PA      | $22232123.81  | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $42632812.50  | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496093.69    | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Dubai DOF Sukuk Ltd.                                                             | Dubai DOF Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FL2U4Z16IJI576       | Long             | DBT              | NUSS              | KY        |   1300000 | PA      | $1184090.25   | 0.00%             | 2030-09-09      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    713000 | PA      | $700729.67    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    540000 | PA      | $374762.08    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19608674 | PA      | $17822382.78  | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $450419.63    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2900000 | PA      | $2070150.92   | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1050075.37   | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C28, Class A3                                                                               | CUSIP: 07336WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1040733.15   | 0.00%             | 2057-09-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                        | KBR, Inc.                                                                                                                     | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241815.91    | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    680000 | PA      | $730132.38    | 0.00%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512658.82    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    541000 | PA      | $564823.41    | 0.00%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    420000 | PA      | $404060.81    | 0.00%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Globe Telecom, Inc.                                                              | Globe Telecom, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $585451.34    | 0.00%             | 2026-08-02      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $756443.66    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    950000 | PA      | $875957.27    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    756000 | PA      | $619118.41    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    720000 | PA      | $714471.51    | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                                                           | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    610000 | PA      | $531602.50    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111681 | PA      | $106926.80    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $287795.54    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    627000 | PA      | $634846.11    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $108545.32    | 0.00%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    970000 | PA      | $980122.26    | 0.00%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77900000 | PA      | $43879609.38  | 0.13%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    505000 | PA      | $478343.36    | 0.00%             | 2033-09-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $587557.27    | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $739437.38    | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $789080.60    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    493000 | PA      | $349120.29    | 0.00%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1482897.94   | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1700000 | PA      | $1578701.15   | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355685 | PA      | $336128.93    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    710000 | PA      | $770212.52    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1488584.98   | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   2400000 | PA      | $2460937.05   | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    906000 | PA      | $744377.67    | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    590000 | PA      | $603016.83    | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Malaysia Sukuk Global Bhd.                                                       | Malaysia Sukuk Global Bhd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    650000 | PA      | $644019.56    | 0.00%             | 2026-04-27      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series E                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    627000 | PA      | $607642.82    | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    880000 | PA      | $888337.52    | 0.00%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    825000 | PA      | $844611.08    | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                        | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    880000 | PA      | $896859.09    | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                         | Windsor Holdings III LLC                                                                                                      | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    795000 | PA      | $836505.64    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1217152.72   | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group, Inc.                                                | Cogent Communications Group, Inc.                                                                                             | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $296333.54    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1349382.77   | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1730000 | PA      | $1804943.22   | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                      | Endo Finance Holdings, Inc.                                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    957000 | PA      | $995076.28    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    460000 | PA      | $428196.64    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saib Tier 1 Sukuk Ltd.                                                           | Saib Tier 1 Sukuk Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900WDK8XRIH4H8P52       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610207.23    | 0.00%             | 2029-11-27      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    669000 | PA      | $673801.37    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13626130 | PA      | $13968738.07  | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1425250.61   | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227667.90    | 0.00%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1610881.75   | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1551000 | PA      | $1447064.60   | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1615691.32   | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $512123.04    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2952101.11   | 0.01%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100736 | PA      | $100099.02    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8760096 | PA      | $6990163.35   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $993813.67    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237050.26    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $999721.23    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | Baptist Healthcare System Obligated Group, Series 20B                                                                         | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $278080.78    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    377000 | PA      | $336109.48    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    495000 | PA      | $437403.55    | 0.00%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1672097.66   | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387957.67    | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1367208.33   | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485212 | PA      | $464804.21    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    865000 | PA      | $828986.10    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                                                              | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $920059.50    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1257903.53   | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAF4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $369435.78    | 0.00%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $164252.51    | 0.00%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2723998 | PA      | $2827200.34   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $967762.12    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1000000 | PA      | $758104.57    | 0.00%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |    750000 | PA      | $754994.43    | 0.00%             | 2034-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1293184.50   | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   5125000 | PA      | $5126832.70   | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $517925.81    | 0.00%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    530000 | PA      | $450576.73    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAA2<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $866943.14    | 0.00%             | 2031-02-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                               | Tutor Perini Corp.                                                                                                            | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    410000 | PA      | $442093.28    | 0.00%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    755000 | PA      | $762422.80    | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    751000 | PA      | $706953.77    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224182.34    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                               | Tractor Supply Co.                                                                                                            | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    470000 | PA      | $400766.29    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1432818.03   | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    755000 | PA      | $710328.39    | 0.00%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series M                                                                                     | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    825000 | PA      | $811775.51    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    645000 | PA      | $639791.70    | 0.00%             | 2033-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    447000 | PA      | $362888.00    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3900000 | PA      | $2751250.52   | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1924973.42   | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1238184.53   | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $743327.18    | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8129531.25   | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383611.04    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2021096.45   | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 593048AX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $215525.44    | 0.00%             | 2026-05-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259532 | PA      | $252501.04    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                               | Best Buy Co., Inc.                                                                                                            | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    875000 | PA      | $750874.53    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    581000 | PA      | $468515.53    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                                    | ION Trading Technologies SARL                                                                                                 | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $449736.91    | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                                    | Merlin Entertainments Group US Holdings, Inc.                                                                                 | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    515000 | PA      | $478675.29    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    722000 | PA      | $668085.81    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2018A                                                                                | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $546113.34    | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1900000 | PA      | $1794112.29   | 0.01%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16386711 | PA      | $13643557.71  | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $314315.78    | 0.00%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    585000 | PA      | $402285.72    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                     | Avista Corp.                                                                                                                  | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    350000 | PA      | $253040.23    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62963.78     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $633475.23    | 0.00%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    862000 | PA      | $849724.02    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    285000 | PA      | $281527.32    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $630769.50    | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1255000 | PA      | $1215974.39   | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    733000 | PA      | $585703.35    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SND International Bvi Co. Ltd.                                                   | SND International Bvi Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 25490009B9YU69JJMX65       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $202915.02    | 0.00%             | 2026-12-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    826000 | PA      | $796620.29    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    415000 | PA      | $261104.69    | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $164666.62    | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    620000 | PA      | $445123.09    | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2015AQ                                                                                       | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1189707.66   | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    170000 | PA      | $188565.64    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 5                                             | Saudi Electricity Global Sukuk Co. 5                                                                                          | CUSIP: N/A<br>LEI: 549300WDKWTRF2HVF283       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1058607.08   | 0.00%             | 2030-09-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                                | GrafTech Global Enterprises, Inc.                                                                                             | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $327498.14    | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1952573.98   | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4432303 | PA      | $3711827.75   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNWS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3354909 | PA      | $3069779.74   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1038168.70   | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $562177.32    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036974 | PA      | $917527.92    | 0.00%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802758.69    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Motiva Enterprises LLC                                                           | Motiva Enterprises LLC                                                                                                        | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |    930000 | PA      | $984741.46    | 0.00%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1465000 | PA      | $1491405.42   | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175121.94    | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338272.86    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1208508.39   | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    590000 | PA      | $578035.44    | 0.00%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                                                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    433000 | PA      | $312655.04    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    302000 | PA      | $276944.11    | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $858266.94    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   5500000 | PA      | $3684840.43   | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147370.99    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport, Series 2010B                                                                            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $538184.01    | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    364000 | PA      | $274244.68    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $477181.32    | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MyMichigan Health, Series 2020                                                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461000 | PA      | $320525.57    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    904000 | PA      | $894004.11    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2020C                                                                         | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1765000 | PA      | $1323533.20   | 0.00%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    365000 | PA      | $346552.04    | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                       | Schlumberger Investment SA                                                                                                    | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    733000 | PA      | $665391.63    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325980 | PA      | $308825.13    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205001.42    | 0.00%             | 2026-07-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348776.60    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    975000 | PA      | $927686.87    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    780000 | PA      | $739311.71    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    885000 | PA      | $892157.21    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fortress Transportation and Infrastructure Investors LLC                         | Fortress Transportation & Infrastructure Investors LLC                                                                        | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    695000 | PA      | $705294.26    | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dianjian Haiyu Ltd.                                                              | Dianjian Haiyu Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401031.20    | 0.00%             | 2027-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    415000 | PA      | $400195.86    | 0.00%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EF2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $605216.12    | 0.00%             | 2029-09-11      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A/S                                                         | Ulker Biskuvi Sanayi A/S                                                                                                      | CUSIP: N/A<br>LEI: 7890009HEU9BS7J3DA93       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $599357.26    | 0.00%             | 2031-07-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                           | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $870800.92    | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                                         | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    420000 | PA      | $387054.09    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Titan International, Inc.                                                        | Titan International, Inc.                                                                                                     | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401302.38    | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    715000 | PA      | $616153.89    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                                | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    517000 | PA      | $486505.13    | 0.00%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158452.43    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    880000 | PA      | $729065.15    | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1135000 | PA      | $1120361.77   | 0.00%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk III Ltd.                                                   | Arabian Centres Sukuk III Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900BZVZFBSA5NA163       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $800079.13    | 0.00%             | 2029-03-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568714 | PA      | $523164.80    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    553000 | PA      | $550461.42    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $449459.36    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    386000 | PA      | $354197.18    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $328389.80    | 0.00%             | 2030-11-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81279 | PA      | $79237.72     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    549000 | PA      | $549219.66    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1327560 | PA      | $1371200.32   | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                                                                            | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1375814.32   | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $124488.84    | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1278877 | PA      | $1326822.52   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144893.98    | 0.00%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                                          | Toyota Industries Corp.                                                                                                       | CUSIP: 892330AC5<br>LEI: 35380000WKGEAHEMW830 | Long             | DBT              | CORP              | JP        |    739000 | PA      | $720354.18    | 0.00%             | 2028-03-16      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    775000 | PA      | $756061.89    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1449172.43   | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2077378.62   | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    485000 | PA      | $422982.74    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $705841.12    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    680000 | PA      | $694951.91    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    610000 | PA      | $587347.48    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AA1<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    585000 | PA      | $595138.58    | 0.00%             | 2033-02-28      | Fixed         | 5.66%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2400000 | PA      | $1782378.14   | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1316745.68   | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1045535.67   | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    304000 | PA      | $293513.61    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    370000 | PA      | $293397.15    | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Malaysia Sukuk Global Bhd.                                                       | Malaysia Sukuk Global Bhd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    750000 | PA      | $639370.48    | 0.00%             | 2046-04-27      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    513000 | PA      | $526739.02    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948203 | PA      | $899401.44    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    545000 | PA      | $548193.80    | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co. Ltd.                                        | China Taiping Insurance Holdings Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | DBT              | CORP              | HK        |   1600000 | PA      | $1663130.30   | 0.01%             | 2028-03-09      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    745000 | PA      | $672522.19    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    810000 | PA      | $842159.73    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    855000 | PA      | $845628.91    | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $403595.86    | 0.00%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    583000 | PA      | $467566.58    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                                      | Denso Corp.                                                                                                                   | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $537040.83    | 0.00%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3130000 | PA      | $3178779.45   | 0.01%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ahli United Sukuk Ltd.                                                           | Ahli United Sukuk Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 5493003XWRKCZN2XRL23       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $580644.08    | 0.00%             | 2026-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14310937 | PA      | $13463621.54  | 0.04%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19900000 | PA      | $17285015.63  | 0.05%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    930000 | PA      | $904612.77    | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1218822.50   | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375960.49    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    860000 | PA      | $852875.68    | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    850000 | PA      | $837982.71    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $992231.60    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $49621.06     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1313563 | PA      | $1257401.88   | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    440000 | PA      | $420440.07    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLNG Liquefaction 3 LLC                                                          | FLNG Liquefaction 3 LLC                                                                                                       | CUSIP: 30306VAA7<br>LEI: 549300ZCV52X08U6XC41 | Long             | DBT              | CORP              | US        |     90244 | PA      | $86311.13     | 0.00%             | 2039-03-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                                  | GNL Quintero SA                                                                                                               | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    529600 | PA      | $522510.15    | 0.00%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $2079468.75   | 0.01%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    705000 | PA      | $714827.97    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285726.48    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3724000 | PA      | $3759369.53   | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $592154.61    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1363996.08   | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1282373.15   | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    489000 | PA      | $558985.41    | 0.00%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2009F-2                                                                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1202444.29   | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2125018.94   | 0.01%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $350701.35    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    751000 | PA      | $733254.96    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series C                                                                                      | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1012593.26   | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc.                        | Hannon Armstrong Sustainable Infrastructure Capital, Inc.                                                                     | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    720000 | PA      | $690174.43    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1270000 | PA      | $1111793.01   | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1001614.87   | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                              | CUSIP: 893830AZ2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $161554.28    | 0.00%             | 2041-12-15      | Fixed         | 9.35%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    653000 | PA      | $560525.00    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    605000 | PA      | $544843.38    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    809000 | PA      | $795024.06    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    575000 | PA      | $538691.07    | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58500000 | PA      | $57206601.56  | 0.17%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401426.26    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1011000 | PA      | $989794.36    | 0.00%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    190000 | PA      | $161328.44    | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1102967.08   | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1225209.88   | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $445568.31    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    595000 | PA      | $400487.17    | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1080639.82   | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4925774.28   | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1097495.72   | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1787520.76   | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | Duke Energy Florida Project Finance LLC, Series 2035                                                                          | CUSIP: 26444GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $105467.81    | 0.00%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: —       |
| Amsted Industries, Inc.                                                          | Amsted Industries, Inc.                                                                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391978.38    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $689275.47    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115056 | PA      | $112251.94    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    659000 | PA      | $658510.08    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455142.48    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1852374.05   | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87076 | PA      | $77842.50     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1288533 | PA      | $1037249.72   | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479092.89    | 0.00%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1110844.27   | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3158763 | PA      | $2505563.00   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAD6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $408473.51    | 0.00%             | 2042-07-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                           | Maxim Crane Works Holdings Capital LLC                                                                                        | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $538221.32    | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1547000 | PA      | $1331319.50   | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185812 | PA      | $2895516.17   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235863 | PA      | $211264.92    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Wakala Sukuk Bhd.                                                       | Malaysia Wakala Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 254900MRLMI21YQTK511       | Long             | DBT              | NUSS              | MY        |    750000 | PA      | $663315.81    | 0.00%             | 2031-04-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142218.42    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36900000 | PA      | $35527781.25  | 0.11%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    990000 | PA      | $830498.57    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    995000 | PA      | $1016757.56   | 0.00%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class A5                                                              | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3037949.82   | 0.01%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    930000 | PA      | $901074.62    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1160000 | PA      | $1153571.60   | 0.00%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBF3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252226.59    | 0.00%             | 2026-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    451000 | PA      | $478939.98    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $217351.04    | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $958398.92    | 0.00%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    566000 | PA      | $558778.72    | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85951000 | PA      | $79625543.59  | 0.24%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    770000 | PA      | $790959.36    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    830000 | PA      | $784960.05    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67448.49     | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $674496.12    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424066.58    | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    665000 | PA      | $532926.03    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $623808.78    | 0.00%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. II LLC                                                          | Ares Finance Co. II LLC                                                                                                       | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $700489.80    | 0.00%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                      | Great Canadian Gaming Corp.                                                                                                   | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $526244.85    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1704438.99   | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613844.80    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2660819.25   | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2800000 | PA      | $1516504.06   | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 131                                                                                           | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    655000 | PA      | $387873.94    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    630000 | PA      | $642271.77    | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                  | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    503000 | PA      | $456567.30    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $475567.04    | 0.00%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1199841.76   | 0.00%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |   1145000 | PA      | $999457.51    | 0.00%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    647000 | PA      | $639392.22    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    709000 | PA      | $700027.76    | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    605000 | PA      | $549713.41    | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                                                                        | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    514000 | PA      | $285548.14    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $923530.24    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1218409.43   | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    815000 | PA      | $798341.40    | 0.00%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                                    | Crane NXT Co.                                                                                                                 | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    345000 | PA      | $204431.51    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    575000 | PA      | $559208.28    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   2000000 | PA      | $2019236.27   | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $387537.13    | 0.00%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    520000 | PA      | $474659.87    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Foundation, Inc.                                    | Baptist Health South Florida Foundation, Inc., Series 2021                                                                    | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $2877.09      | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JX3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2660000 | PA      | $2652460.75   | 0.01%             | 2026-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    715000 | PA      | $475870.41    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                                                                | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    920000 | PA      | $968858.99    | 0.00%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AW4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    930000 | PA      | $858161.53    | 0.00%             | 2028-09-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4875.07      | 0.00%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB Holdings BV                                                                                                               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    615000 | PA      | $403489.32    | 0.00%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: 00830YAD3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $552136.32    | 0.00%             | 2028-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4989.65      | 0.00%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1237822.87   | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    540000 | PA      | $554440.03    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1680685.89   | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    624000 | PA      | $666122.09    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    520000 | PA      | $530280.51    | 0.00%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    312000 | PA      | $202331.60    | 0.00%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    985000 | PA      | $818944.36    | 0.00%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $875743.85    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    629000 | PA      | $418040.64    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2787504.47   | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $379113.23    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68739000 | PA      | $62326940.16  | 0.19%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1038067 | PA      | $1005629.97   | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    760000 | PA      | $744459.84    | 0.00%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                                                                 | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    781000 | PA      | $779027.85    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541951.89    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432947 | PA      | $445816.99    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    335000 | PA      | $274464.05    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108589 | PA      | $103065.61    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGPN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2015024 | PA      | $1857846.61   | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $726441.90    | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1222686.52   | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222055 | PA      | $216183.95    | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1875611 | PA      | $1840044.32   | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    980000 | PA      | $898147.25    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    655000 | PA      | $660571.56    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    966000 | PA      | $556406.58    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A4                                                              | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120000 | PA      | $1842665.29   | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4435151 | PA      | $3553684.51   | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    965000 | PA      | $917379.88    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79000000 | PA      | $56299843.75  | 0.17%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                                      | Kirby Corp.                                                                                                                   | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    781000 | PA      | $768936.71    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    720000 | PA      | $644067.02    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hainan State Farms International Capital HK Co. Ltd.                             | Hainan State Farms International Capital HK Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    400000 | PA      | $405960.36    | 0.00%             | 2027-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499322.26    | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AK1<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $334449.55    | 0.00%             | 2032-09-14      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1196610.98   | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1607113.32   | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339811.96    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    725000 | PA      | $703684.46    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2021-1, Class A                                                                  | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996699 | PA      | $863524.51    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    678000 | PA      | $677438.88    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |   1235000 | PA      | $1274570.68   | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $405806.72    | 0.00%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co., Inc.                                                      | Crown Cork & Seal Co., Inc.                                                                                                   | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344275.82    | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8691337 | PA      | $8538835.41   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481815.84    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TNB Global Ventures Capital Bhd.                                                 | TNB Global Ventures Capital Bhd.                                                                                              | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |    800000 | PA      | $807900.86    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6536705 | PA      | $6435681.51   | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    491000 | PA      | $362060.17    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1068952.20   | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    860000 | PA      | $450568.70    | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2720265.32   | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $794875.31    | 0.00%             | 2027-02-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1053591.70   | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1235000 | PA      | $1296356.36   | 0.00%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    705000 | PA      | $619195.02    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1115000 | PA      | $1156276.37   | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    885000 | PA      | $911134.05    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13455466 | PA      | $13272659.30  | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4270484 | PA      | $4180408.73   | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                     | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    635000 | PA      | $580398.92    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519644.59    | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    220000 | PA      | $246910.96    | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1360976.28   | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $1317985.30   | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $340932.26    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                        | BlackRock Liquidity TempCash Funds: Institutional Shares                                                                      | CUSIP: 09248U643<br>LEI: 549300FBEPBRWT48HK66 | Long             | STIV             | RF                | US        | 917212632 | NS      | $917503657.43 | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAE7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $796890.95    | 0.00%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Palomino Funding Trust I                                                         | Palomino Funding Trust I                                                                                                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $395215.66    | 0.00%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                               | British Airways Pass-Through Trust, Series 2020-1, Class A                                                                    | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635574 | PA      | $602257.59    | 0.00%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1324860.13   | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    447000 | PA      | $439026.64    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14039062.50  | 0.04%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    940000 | PA      | $622786.84    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2100000 | PA      | $1247579.48   | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3791000 | PA      | $3711755.81   | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    532000 | PA      | $452549.23    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                                           | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1095391.24   | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $991641.18    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $223537.33    | 0.00%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    946000 | PA      | $917738.87    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    465000 | PA      | $331997.14    | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    970000 | PA      | $946679.13    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    740000 | PA      | $701006.61    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1216136.99   | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1223987.41   | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    770000 | PA      | $756924.17    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WE3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95675 | PA      | $88287.35     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    490000 | PA      | $476629.52    | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1023156.52   | 0.00%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5094536 | PA      | $5310206.98   | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 192                                                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    145000 | PA      | $128675.93    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    679000 | PA      | $747759.56    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84212000 | PA      | $78132946.25  | 0.24%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1404339 | PA      | $1432467.71   | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403423.53    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Italy Government Bond                                                                                                         | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2245000 | PA      | $1549833.58   | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1005526.82   | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    319000 | PA      | $319513.72    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    725000 | PA      | $721389.53    | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    540000 | PA      | $534696.15    | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $1163744.34   | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $315941.68    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $342001.89    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $443814.63    | 0.00%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $465192.39    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2369999.64   | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1200000 | PA      | $1106914.62   | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                                                                        | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    530000 | PA      | $502982.07    | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                                  | WE Soda Investments Holding plc                                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405256.92    | 0.00%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    738000 | PA      | $721900.34    | 0.00%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K116, Class A2                      | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7091000 | PA      | $6176039.09   | 0.02%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2284000 | PA      | $1902727.45   | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    715000 | PA      | $713109.57    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fujian Zhanglong Group Co. Ltd.                                                  | Fujian Zhanglong Group Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 300300NZQXHJOPFUGP79       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $611037.10    | 0.00%             | 2026-09-02      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2022B                                                                                          | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    119000 | PA      | $87897.42     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1444197.49   | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    887000 | PA      | $507413.33    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1176351.95   | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                            | United Airlines, Inc.                                                                                                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1892245.95   | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    490000 | PA      | $488978.99    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1838976.45   | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    555000 | PA      | $540544.45    | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                                                                   | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    610000 | PA      | $577396.96    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5895458 | PA      | $5804344.76   | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1395237.82   | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    515000 | PA      | $523319.41    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2219582.13   | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2012-174                                                                      | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $1928696.14   | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    776000 | PA      | $782504.66    | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    870000 | PA      | $879804.03    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                | Hillenbrand, Inc.                                                                                                             | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369591.59    | 0.00%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    795000 | PA      | $798592.95    | 0.00%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    903000 | PA      | $837204.79    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    903000 | PA      | $855698.80    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $784894.36    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $404261.19    | 0.00%             | 2028-02-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    400000 | PA      | $369768.39    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1542554.45   | 0.00%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    808000 | PA      | $594624.99    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    345000 | PA      | $227989.47    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| China Resources Land Ltd.                                                        | China Resources Land Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194233.87    | 0.00%             | 2029-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $1885218.86   | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    683000 | PA      | $597942.24    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2400000 | PA      | $1933752.81   | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    789000 | PA      | $823681.43    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | San Diego County Water Authority, Series 2010B                                                                                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259979.55    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $232308.43    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2020                                                                                       | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    558000 | PA      | $361619.91    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   5800000 | PA      | $5484797.80   | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    328000 | PA      | $264524.33    | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LE1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2560000 | PA      | $2579857.72   | 0.01%             | 2026-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    935000 | PA      | $928461.75    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QSG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26736 | PA      | $25491.66     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $966089.35    | 0.00%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    586897 | PA      | $497700.96    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F8SP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79020 | PA      | $72680.94     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                                                                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |   1000000 | PA      | $1013198.64   | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    815000 | PA      | $722285.64    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    725000 | PA      | $692677.21    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $943740.38    | 0.00%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series R                                                                                                    | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    629000 | PA      | $699052.97    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2531373.76   | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    704000 | PA      | $663290.70    | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1429408.95   | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Security Bank Corp.                                                              | Security Bank Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300JSVDZIR2CPTP95       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $409309.92    | 0.00%             | 2029-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1001000 | PA      | $873814.64    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107784.53    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    805000 | PA      | $700097.35    | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 5 Ltd.                                                           | HKT Capital No. 5 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900PW2WQ2W5M9NA17       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $379692.41    | 0.00%             | 2029-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385456.15    | 0.00%             | 2028-02-07      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    810000 | PA      | $821053.45    | 0.00%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    605000 | PA      | $478993.92    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37550000 | PA      | $37468937.81  | 0.11%             | 2055-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAG4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    875000 | PA      | $887085.03    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45253 | PA      | $41757.50     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592345.70    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1049831.35   | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $608889.49    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33647500 | PA      | $25151506.25  | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462960.54    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                                                               | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219048.07    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SP Group Treasury Pte. Ltd.                                                      | SP Group Treasury Pte. Ltd.                                                                                                   | CUSIP: 84612MAA3<br>LEI: 6354004HB4CUEDLMXY86 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $486165.79    | 0.00%             | 2029-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    882000 | PA      | $909335.37    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 09-C                                                                        | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393745.88    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $51733.29     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $341875.80    | 0.00%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $830938.85    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rizal Commercial Banking Corp.                                                   | Rizal Commercial Banking Corp.                                                                                                | CUSIP: N/A<br>LEI: CIKZWI6KV077KV2E2J69       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $610505.45    | 0.00%             | 2029-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2359000 | PA      | $2227768.53   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    840000 | PA      | $825740.86    | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $1228025.00   | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    642000 | PA      | $478576.34    | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   5410000 | PA      | $5448858.74   | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $305550.36    | 0.00%             | 2049-11-12      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579869.93    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352848.01    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $17550000.00  | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457866.03    | 0.00%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                     | Hexcel Corp.                                                                                                                  | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    699000 | PA      | $690954.91    | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $748597.88    | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    465000 | PA      | $382194.69    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30730000 | PA      | $29738477.34  | 0.09%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | County of Miami-Dade Seaport Department, Series 2023                                                                          | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $176999.50    | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    915000 | PA      | $879311.74    | 0.00%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co.                              | International Finance Facility for Immunisation Co.                                                                           | CUSIP: N/A<br>LEI: 549300ILK2NRULX3HX87       | Long             | DBT              | NUSS              | GB        |    141000 | PA      | $136902.39    | 0.00%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   3696000 | PA      | $3058715.09   | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    845000 | PA      | $861537.74    | 0.00%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    615000 | PA      | $624933.64    | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    710000 | PA      | $715733.67    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    490000 | PA      | $458233.61    | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1004042.14   | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22649187 | PA      | $22657021.84  | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    896000 | PA      | $921490.30    | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307190 | PA      | $1278665.52   | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4186657 | PA      | $3922713.90   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6185763 | PA      | $4950337.30   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $912236.22    | 0.00%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    590000 | PA      | $612355.15    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    982000 | PA      | $961328.76    | 0.00%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    284000 | PA      | $231434.17    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $663134.85    | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    775000 | PA      | $786447.05    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1912532.30   | 0.01%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $1999744.65   | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: —       |
| Yinson Boronia Production BV                                                     | Yinson Boronia Production BV                                                                                                  | CUSIP: N/A<br>LEI: 5493007X12FTT746N678       | Long             | DBT              | CORP              | NL        |    991180 | PA      | $1017169.71   | 0.00%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    530000 | PA      | $531745.40    | 0.00%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1074615.61   | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | Memorial Health Services                                                                                                      | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    419000 | PA      | $292496.98    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                                          | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1273590.78   | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1350876.59   | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1102041.69   | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |   1720000 | PA      | $1879039.98   | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K528, Class A2                      | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2027085.22   | 0.01%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $702720.86    | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    725000 | PA      | $693243.66    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    615000 | PA      | $534452.92    | 0.00%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2278642.50   | 0.01%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $177191.99    | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Urban One, Inc.                                                                  | Urban One, Inc.                                                                                                               | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    630000 | PA      | $302118.76    | 0.00%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342873.86    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Export Finance & Insurance Corp.                                                 | Export Finance & Insurance Corp.                                                                                              | CUSIP: 30220EAC4<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |    720000 | PA      | $721281.65    | 0.00%             | 2029-10-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    677000 | PA      | $592694.17    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2800000 | PA      | $2462465.42   | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702304.85    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    470000 | PA      | $419961.46    | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $458943.25    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | Pennsylvania Economic Development Financing Authority, Series 2025                                                            | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $579633.09    | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $714795.77    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    570000 | PA      | $528002.57    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $791569.03    | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681LAK6<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $564164.76    | 0.00%             | 2029-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $749447.88    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1999677 | PA      | $1902544.40   | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    898000 | PA      | $810082.27    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708391.33    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    635000 | PA      | $640546.23    | 0.00%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                  | Affiliated Managers Group, Inc.                                                                                               | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    485000 | PA      | $450695.51    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    341000 | PA      | $290920.81    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $246442.68    | 0.00%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    743000 | PA      | $722004.16    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    775000 | PA      | $556103.87    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    580000 | PA      | $599173.19    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10149519 | PA      | $9286925.27   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    730000 | PA      | $763838.18    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $515381.56    | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    815000 | PA      | $677109.93    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702217.91    | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| StoneMor, Inc.                                                                   | StoneMor, Inc.                                                                                                                | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $360792.05    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNCX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3864690 | PA      | $4000218.32   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2110000 | PA      | $1867052.51   | 0.01%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12797613 | PA      | $12903740.56  | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc., Series 10                                                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    840000 | PA      | $859892.59    | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    184000 | PA      | $178966.38    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAM2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $778933.42    | 0.00%             | 2033-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    340000 | PA      | $330622.01    | 0.00%             | 2026-04-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548758.68    | 0.00%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $2145100.15   | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                                                          | Sprint Spectrum Co. LLC                                                                                                       | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591000 | PA      | $595330.42    | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412236 | PA      | $377913.28    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560554.11    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                                      | CH Robinson Worldwide, Inc.                                                                                                   | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456273.73    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1527611.77   | 0.00%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1084805.40   | 0.00%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                                | LCPR Senior Secured Financing DAC                                                                                             | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    830000 | PA      | $608209.73    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282199.15    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    710000 | PA      | $549608.75    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1400000 | PA      | $1422183.06   | 0.00%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585915.14    | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $530107.87    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems Finance, Inc.                                                        | BAE Systems Finance, Inc.                                                                                                     | CUSIP: 11041RAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $697313.98    | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574897.13    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    600000 | PA      | $454263.99    | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                 | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    765000 | PA      | $644708.64    | 0.00%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    660000 | PA      | $649218.93    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $328199.40    | 0.00%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    549000 | PA      | $605266.98    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $925950.13    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    505000 | PA      | $498749.73    | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    913000 | PA      | $900983.18    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    835000 | PA      | $746861.94    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $262865.77    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372896.03    | 0.00%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6819348 | PA      | $6245402.95   | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284043.79    | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    777000 | PA      | $503929.49    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $659343.38    | 0.00%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                                    | Veritas, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1665 | NS      | $34122.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    815000 | PA      | $821868.41    | 0.00%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp.                                                               | NorthWestern Corp.                                                                                                            | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    595000 | PA      | $480802.74    | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $644821.15    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200378 | PA      | $196000.24    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alinma Tier 1 Sukuk Ltd.                                                         | Alinma Tier 1 Sukuk Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900PU1O6UI27SN825       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1014078.20   | 0.00%             | 2029-03-06      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $611925.40    | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                                                                  | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478214.53    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652473.44    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4485000 | PA      | $4496359.80   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $404246.04    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    915000 | PA      | $917213.32    | 0.00%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $561555.36    | 0.00%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473209.63    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $535949.69    | 0.00%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    465000 | PA      | $455788.20    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500414.65    | 0.00%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AF                                                                            | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    555000 | PA      | $382814.31    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    885000 | PA      | $890715.25    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3735000 | PA      | $3599175.68   | 0.01%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WHVR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8242 | PA      | $7591.51      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $614685.61    | 0.00%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    430000 | PA      | $420634.29    | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                        | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1568000 | PA      | $1534232.33   | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Hydro-Quebec                                                                                                                  | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $6137.01      | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    545000 | PA      | $389390.45    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $958716.10    | 0.00%             | 2027-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                                                                 | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1056394.33   | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1183284.80   | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1131719.87   | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    765000 | PA      | $903916.21    | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2169854.39   | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2330000 | PA      | $2351300.12   | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $696653.29    | 0.00%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8332 | PA      | $8167.45      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                                            | Liberty Utilities Co.                                                                                                         | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476453.87    | 0.00%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1411024.74   | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    606000 | PA      | $504375.76    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2617926.96   | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354056 | PA      | $314673.72    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53713.30     | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $403618.90    | 0.00%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132J86M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14752 | PA      | $13796.58     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                                             | Endeavour Mining plc                                                                                                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $390865.71    | 0.00%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    770000 | PA      | $747917.33    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    493000 | PA      | $329340.12    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1248422.40   | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                               | Viper Energy, Inc.                                                                                                            | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    405000 | PA      | $421044.55    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1395000 | PA      | $1223265.87   | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| BAT International Finance plc                                                    | BAT International Finance plc                                                                                                 | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1096000 | PA      | $1096230.19   | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565394.09    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $582358.37    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1022000 | PA      | $1019659.30   | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Adams Homes, Inc.                                                                | Adams Homes, Inc.                                                                                                             | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $396699.53    | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    840000 | PA      | $784654.69    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682881.48    | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    565000 | PA      | $530701.39    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    815000 | PA      | $488703.33    | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336712.46    | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1485000 | PA      | $1564111.02   | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    800000 | PA      | $796078.35    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $355628.80    | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Sinopec Capital 2013 Ltd.                                                        | Sinopec Capital 2013 Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    450000 | PA      | $400452.93    | 0.00%             | 2043-04-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                      | Qorvo, Inc.                                                                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    765000 | PA      | $668530.43    | 0.00%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $537373.17    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    435000 | PA      | $418108.12    | 0.00%             | 2029-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581073.88    | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    858000 | PA      | $660908.61    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2365151 | PA      | $2188041.44   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    445000 | PA      | $367761.92    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    660000 | PA      | $665583.67    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -9800000 | PA      | $-9794755.14  | -0.03%            | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAQ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1462082.53   | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    723000 | PA      | $506898.07    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cumulus Media New Holdings, Inc.                                                 | Cumulus Media New Holdings, Inc.                                                                                              | CUSIP: 23110AAB2<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $79597.23     | 0.00%             | 2029-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857193 | PA      | $887252.82    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    455000 | PA      | $416732.64    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                                  | CMG Media Corp.                                                                                                               | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $557862.76    | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    429000 | PA      | $410764.26    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAL6<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $192703.13    | 0.00%             | 2027-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1315449.77   | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167690.63    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1082897.63   | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1194118.47   | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    851000 | PA      | $736164.92    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    635000 | PA      | $570554.16    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    234000 | PA      | $207132.14    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    478000 | PA      | $477683.44    | 0.00%             | 2029-03-27      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    770330 | PA      | $706081.27    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282322.50    | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23335000 | PA      | $18146608.59  | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                   | Consolidated Energy Finance SA                                                                                                | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    230000 | PA      | $222301.17    | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1073852.47   | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2674880.76   | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $224515.14    | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2441869 | PA      | $2282772.29   | 0.01%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg SARL                                                               | FS Luxembourg SARL                                                                                                            | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $602707.92    | 0.00%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    899000 | PA      | $752177.69    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $905782.52    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2259896.40   | 0.01%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    713000 | PA      | $694802.81    | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CE0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1307231.66   | 0.00%             | 2026-11-13      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    960000 | PA      | $957891.63    | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54455000 | PA      | $50472978.13  | 0.15%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311365 | PA      | $283234.70    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640024 | PA      | $548587.78    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    669000 | PA      | $736596.98    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                                 | MFB Magyar Fejlesztesi Bank Zrt.                                                                                              | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1234803.50   | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBN7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    735000 | PA      | $753214.52    | 0.00%             | 2034-06-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $604649.64    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    561000 | PA      | $508897.51    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    410000 | PA      | $419354.68    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Americo Life, Inc.                                                               | Americo Life, Inc.                                                                                                            | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    620000 | PA      | $545172.30    | 0.00%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Fortress Transportation and Infrastructure Investors LLC                         | Fortress Transportation & Infrastructure Investors LLC                                                                        | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478959.49    | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    480000 | PA      | $379602.70    | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    605000 | PA      | $554948.97    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    615000 | PA      | $581922.08    | 0.00%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    695000 | PA      | $688680.07    | 0.00%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                                     | Southern Natural Gas Co. LLC                                                                                                  | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $536894.88    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    955000 | PA      | $963475.08    | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    833000 | PA      | $639844.37    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2790507 | PA      | $2243186.61   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641384.05    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2010D                                                                              | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    390000 | PA      | $399877.94    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1379365.71   | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                               | Kosmos Energy Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |    400000 | PA      | $323154.72    | 0.00%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1068685.87   | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K067, Class A2                      | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3680000 | PA      | $3613771.02   | 0.01%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410877.66    | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1700000 | PA      | $1707545.87   | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7132 | PA      | $6936.92      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    355000 | PA      | $288262.11    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    695000 | PA      | $673806.84    | 0.00%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    684000 | PA      | $669419.48    | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1110355.18   | 0.00%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1750000 | PA      | $1458679.01   | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    990000 | PA      | $865568.03    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    513000 | PA      | $507869.50    | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    755000 | PA      | $629459.25    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Idaho Energy Resources Authority                                                 | Idaho Energy Resources Authority, Series 2021                                                                                 | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $58369.41     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603545.52    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $757707.84    | 0.00%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1022451.18   | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    944000 | PA      | $906173.92    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    690000 | PA      | $691400.11    | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    485000 | PA      | $318657.81    | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52492 | PA      | $48630.52     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    467000 | PA      | $357869.91    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    125000 | PA      | $122999.73    | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $394887.75    | 0.00%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    633000 | PA      | $417393.93    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                  | Gulfport Energy Operating Corp.                                                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    635000 | PA      | $626533.97    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A3                                                                  | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201155.87    | 0.00%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $262503.73    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    696000 | PA      | $685226.45    | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $770358.22    | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                                                                   | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    682834 | PA      | $701861.27    | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                   | VT Topco, Inc.                                                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    495000 | PA      | $517981.35    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38911459 | PA      | $39033651.88  | 0.12%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2507000 | PA      | $1590979.24   | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $997373.33    | 0.00%             | 2036-03-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    315000 | PA      | $193874.71    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44261 | PA      | $44059.42     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    430000 | PA      | $451522.89    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163271.95    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    375000 | PA      | $322931.77    | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $867954.67    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series B                                                                                                   | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    567000 | PA      | $422842.97    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $386341.97    | 0.00%             | 2027-01-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    615000 | PA      | $597389.78    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1200000 | PA      | $611755.49    | 0.00%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ENN Energy Holdings Ltd.                                                         | ENN Energy Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $545164.13    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430150.09    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399713.44    | 0.00%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUQ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77297 | PA      | $71319.72     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    993000 | PA      | $844688.41    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    805000 | PA      | $822605.72    | 0.00%             | 2027-07-02      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890172.69    | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1225000 | PA      | $1084867.94   | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8825067 | PA      | $7120692.52   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | DBT              | CORP              | NO        |    655000 | PA      | $715174.87    | 0.00%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3356395 | PA      | $3432027.09   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    481000 | PA      | $446330.36    | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1227454.54   | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67859.46     | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $768872.33    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    285000 | PA      | $300346.29    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Soar Wise Ltd.                                                                   | Soar Wise Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2138001423MK8G3BNM68       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $602689.67    | 0.00%             | 2027-03-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    785000 | PA      | $752810.44    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    597000 | PA      | $598044.94    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744775.60    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    695000 | PA      | $712648.70    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $1868222.30   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    445000 | PA      | $76072.10     | 0.00%             | 2037-03-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2277531.33   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    421000 | PA      | $365627.70    | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $531175.97    | 0.00%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $644058.27    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series XX                                                                                        | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    655000 | PA      | $600098.14    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $799076.85    | 0.00%             | 2028-04-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                   | Wyndham Hotels & Resorts, Inc.                                                                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470831.38    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $334912.64    | 0.00%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $539414.13    | 0.00%             | 2041-05-13      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co., Inc.                                                        | JB Poindexter & Co., Inc.                                                                                                     | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    595000 | PA      | $598818.91    | 0.00%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oztel Holdings SPC Ltd.                                                          | Oztel Holdings SPC Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300RABIG0RH4JYT64       | Long             | DBT              | CORP              | AE        |    650000 | PA      | $668377.65    | 0.00%             | 2028-04-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1392009.54   | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585277.66    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726733.49    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    767000 | PA      | $484746.02    | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1013042.42   | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $376336.36    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1129556.31   | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    690000 | PA      | $684434.67    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2234839 | PA      | $2170074.28   | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                                                    | Pershing Square Holdings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |   1000000 | PA      | $860599.57    | 0.00%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8514439 | PA      | $8408845.25   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  70016542 | PA      | $65244491.06  | 0.20%             | 2055-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    426000 | PA      | $350600.87    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1392793.03   | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3144460 | PA      | $2971571.26   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1795000 | PA      | $1806088.53   | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $611217.93    | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC                                                               | Oxford Finance LLC                                                                                                            | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $413302.76    | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1811026.61   | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $728434.92    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $391312.46    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $11040585.94  | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                  | LYB International Finance II BV                                                                                               | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $333790.47    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1087479.41   | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |   1028000 | PA      | $989018.91    | 0.00%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $156006.95    | 0.00%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    630000 | PA      | $612367.56    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    489000 | PA      | $328011.48    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475268.98    | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446578.86    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $899901.21    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Vortex Opco LLC                                                                  | Vortex Opco LLC                                                                                                               | CUSIP: 92905YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    148555 | PA      | $23254.46     | 0.00%             | 2030-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2573466.08   | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    585000 | PA      | $595573.16    | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    493000 | PA      | $492603.10    | 0.00%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $941574.61    | 0.00%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                  | Blackstone Mortgage Trust, Inc.                                                                                               | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    440000 | PA      | $457402.97    | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VIII LLC                                                   | KKR Group Finance Co. VIII LLC                                                                                                | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $557008.05    | 0.00%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PCD2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     15000 | PA      | $15184.51     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317197.07    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    915000 | PA      | $942556.26    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $308857.80    | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202965.61    | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192176.36    | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $758441.46    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                        | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    733000 | PA      | $721970.27    | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1467002.79   | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1510836.10   | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2460000 | PA      | $2121403.74   | 0.01%             | 2031-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman V Ltd.                                             | China Overseas Finance Cayman V Ltd., Series B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182458.60    | 0.00%             | 2042-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                   | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353031.67    | 0.00%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97511 | PA      | $92850.68     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    995000 | PA      | $974672.70    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc., Series 2020                                                                                 | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    320000 | PA      | $218388.14    | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1353000 | PA      | $1295221.00   | 0.00%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-1                                                                                         | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $301973.06    | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80733.98     | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    520000 | PA      | $457983.23    | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 II Ltd.                                            | CK Hutchison International 19 II Ltd.                                                                                         | CUSIP: 12563DAB1<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $510116.97    | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    800000 | PA      | $413692.97    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series G                                                                                      | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $521604.22    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series XXX                                                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    585000 | PA      | $515101.86    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1045000 | PA      | $961418.35    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                     | Danaos Corp.                                                                                                                  | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    265000 | PA      | $268575.82    | 0.00%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1250000 | PA      | $1272493.27   | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $629753.93    | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    619000 | PA      | $498186.18    | 0.00%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4694675 | PA      | $4626031.40   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                   | Fortinet, Inc.                                                                                                                | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    582000 | PA      | $507572.70    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    624000 | PA      | $609648.09    | 0.00%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46684000 | PA      | $48609715.00  | 0.15%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KK4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1161000 | PA      | $1129914.69   | 0.00%             | 2027-03-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $600102.10    | 0.00%             | 2027-06-04      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4227000 | PA      | $4241130.37   | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $589744.11    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    545000 | PA      | $371811.87    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                                     | Deluxe Corp.                                                                                                                  | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    490000 | PA      | $450874.66    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                | Banco Bradesco SA                                                                                                             | CUSIP: 05947LBA5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396649.66    | 0.00%             | 2027-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393918 | PA      | $366771.28    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The), Series B                                                                                               | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    372000 | PA      | $358098.30    | 0.00%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1426937.17   | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1088206.76   | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1841764.88   | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $426463.67    | 0.00%             | 2051-01-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1975000 | PA      | $1957113.62   | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | American Assets Trust LP                                                                                                      | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    495000 | PA      | $486732.81    | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1403002.47   | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                       | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    740000 | PA      | $759680.92    | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iris Holding, Inc.                                                               | Iris Holding, Inc.                                                                                                            | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    415000 | PA      | $366444.64    | 0.00%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| CMHI Finance BVI Co. Ltd.                                                        | CMHI Finance BVI Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KTVUL1BXLNPZ11       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $817324.09    | 0.00%             | 2028-08-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                                                               | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    512000 | PA      | $502616.45    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    665000 | PA      | $633775.69    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1345000 | PA      | $1400881.26   | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35385 | PA      | $34891.64     | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6156849 | PA      | $5126185.39   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309940.76    | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1145177.74   | 0.00%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    473000 | PA      | $460719.24    | 0.00%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    315000 | PA      | $257560.33    | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $764941.74    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $445324.46    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    885000 | PA      | $967672.87    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJA32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10494 | PA      | $9654.09      | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    797000 | PA      | $782319.47    | 0.00%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1505142.27   | 0.00%             | 2033-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $1986504.80   | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $588073.07    | 0.00%             | 2029-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    590000 | PA      | $575828.76    | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $615709.69    | 0.00%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $387442.92    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2700000 | PA      | $2642338.09   | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    556000 | PA      | $532553.01    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1800000 | PA      | $1678670.39   | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113517 | PA      | $108812.74    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1241218.33   | 0.00%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    650000 | PA      | $519905.74    | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206596.43    | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1155199.64   | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95058.15     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368236.96    | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1113334.83   | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1810000 | PA      | $1223840.95   | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2650000 | PA      | $2000415.95   | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4373 | PA      | $4022.92      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    580000 | PA      | $552926.75    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    528000 | PA      | $509511.26    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XKE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5262000 | PA      | $4925218.39   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | Texas Transportation Commission, Series 2020                                                                                  | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    500000 | PA      | $342343.67    | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    390000 | PA      | $320086.95    | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187631.05    | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1518737.03   | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1080000 | PA      | $1067228.14   | 0.00%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |   2500000 | PA      | $2473084.75   | 0.01%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    255000 | PA      | $228586.23    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                                       | Lennox International, Inc.                                                                                                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $431966.57    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391394.11    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1288083.56   | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDP2<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1500000 | PA      | $1487258.17   | 0.00%             | 2029-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27924 | PA      | $27459.28     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $212898.61    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2401000 | PA      | $2107903.28   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1340531.58   | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1258401.49   | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375663.67    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $173590.71    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302569.35    | 0.00%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $1047686.47   | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8190 | PA      | $7938.13      | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two Labuan Ltd.                                                     | MISC Capital Two Labuan Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $394903.03    | 0.00%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    912000 | PA      | $819249.05    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1185610 | PA      | $1159541.32   | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C24, Class AS                                                                               | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518250.17    | 0.00%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    710000 | PA      | $463794.89    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $436016.14    | 0.00%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371796.17    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    975000 | PA      | $677593.25    | 0.00%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $573247.67    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50966093 | PA      | $40672636.63  | 0.12%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Manila Water Co., Inc.                                                           | Manila Water Co., Inc.                                                                                                        | CUSIP: N/A<br>LEI: 5493004SJIK0GOUIZM45       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $384701.60    | 0.00%             | 2030-07-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 17 Ltd.                                               | CK Hutchison International 17 Ltd.                                                                                            | CUSIP: 12563UAB3<br>LEI: 254900TNOJOSKVTDPK87 | Long             | DBT              | CORP              | KY        |    590000 | PA      | $578806.03    | 0.00%             | 2027-04-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49222903 | PA      | $44705606.93  | 0.13%             | 2040-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    585000 | PA      | $532991.02    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1055694.08   | 0.00%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $2671028.01   | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1778000 | PA      | $1682161.00   | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281196.07    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: 65540KAG0<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $192509.99    | 0.00%             | 2026-07-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                                | Krakatau Posco PT                                                                                                             | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199775.86    | 0.00%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    792000 | PA      | $557676.80    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    502000 | PA      | $403905.16    | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $263828.36    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1812628.79   | 0.01%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gulf International Bank BSC                                                      | Gulf International Bank BSC                                                                                                   | CUSIP: N/A<br>LEI: 558600JW2XPMLG97TV14       | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $412234.98    | 0.00%             | 2029-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    670000 | PA      | $659876.18    | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIG SunAmerica Global Financing X                                                | AIG SunAmerica Global Financing X                                                                                             | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |    896000 | PA      | $978990.86    | 0.00%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XME51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4462722 | PA      | $4032266.79   | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3585493.37   | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1028870.32   | 0.00%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    635000 | PA      | $655850.55    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $569298.41    | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2024-C, Class A3                                                                         | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2992587.88   | 0.01%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $141310.89    | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2023-4, Class A                                                          | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1545338.05   | 0.00%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                                              | Maryland Economic Development Corp., Series 2024                                                                              | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    435000 | PA      | $412832.26    | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1040000 | PA      | $1095821.81   | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Ccthk 2021 Ltd.                                                                  | Ccthk 2021 Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900862W7TXMZ9L981       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194283.79    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                        | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    492000 | PA      | $486554.69    | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2185000 | PA      | $2265980.67   | 0.01%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Midea Investment Development Co. Ltd.                                            | Midea Investment Development Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 2549002AFC0XU0PWCW23       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $390836.49    | 0.00%             | 2027-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    865000 | PA      | $776465.45    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $793936.92    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EAT2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    490000 | PA      | $479571.29    | 0.00%             | 2027-04-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    745000 | PA      | $695193.65    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation (The)                                                     | Rockefeller Foundation (The), Series 2020                                                                                     | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    824000 | PA      | $486276.34    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $3932338.74   | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    934000 | PA      | $803217.39    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                                                                 | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    535000 | PA      | $542791.12    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4575593 | PA      | $4014106.70   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2247000 | PA      | $1974745.45   | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1088544.68   | 0.00%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1204690.73   | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    233000 | PA      | $201934.77    | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442971.71    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    728000 | PA      | $671986.23    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1222227.19   | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1400000 | PA      | $1301305.25   | 0.00%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1063734.12   | 0.00%             | 2027-01-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    555000 | PA      | $535246.52    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460634.51    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCBL Cayman 1 Corp. Ltd.                                                         | CCBL Cayman 1 Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300PPQILFPZT13E12       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $776125.19    | 0.00%             | 2026-07-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606151.64    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8057415 | PA      | $7863825.59   | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211180 | PA      | $182261.80    | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1650000 | PA      | $2055770.01   | 0.01%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2000000 | PA      | $2401915.23   | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1333723.40   | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327017.89    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    415000 | PA      | $461263.96    | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    750200 | PA      | $665357.35    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  51450000 | PA      | $52191455.21  | 0.16%             | 2055-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949931.09    | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   5305000 | PA      | $5513137.98   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1731273.76   | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    765000 | PA      | $762849.61    | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    630000 | PA      | $629749.40    | 0.00%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3386978 | PA      | $2710153.37   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    905000 | PA      | $877576.93    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    875000 | PA      | $877772.86    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KODIT Global Co. Ltd.                                                            | KODIT Global Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400BWUXPT3AV1ZZ49       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203989.83    | 0.00%             | 2027-05-29      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $827202.14    | 0.00%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    675000 | PA      | $742922.63    | 0.00%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1537436.54   | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    923000 | PA      | $949700.64    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    615000 | PA      | $528601.19    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    585000 | PA      | $564910.16    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    315000 | PA      | $240060.54    | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System, Series 2010C                                                              | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    155000 | PA      | $146698.51    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25544000 | PA      | $25875273.75  | 0.08%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 682142AK0<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1058732.69   | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451227.76    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36838000 | PA      | $34132709.38  | 0.10%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $1983439.79   | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3076082.58   | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    490000 | PA      | $438609.07    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1099502.25   | 0.00%             | 2027-12-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315154.02    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18868148 | PA      | $18927398.92  | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    450000 | PA      | $368030.56    | 0.00%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1057989.52   | 0.00%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                     | Hexcel Corp.                                                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193815.93    | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    920000 | PA      | $940849.95    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    305000 | PA      | $255755.72    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $629960.46    | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1168507.70   | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190672.83    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Shaoxing Urban Development Group Co. Ltd.                                        | Shaoxing Urban Development Group Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 3003006W7JO7TLFNRW68       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $575973.25    | 0.00%             | 2026-08-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340887.17    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    663000 | PA      | $581292.97    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    760000 | PA      | $501303.63    | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    648000 | PA      | $471611.61    | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1125927.68   | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $555193.52    | 0.00%             | 2030-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    980000 | PA      | $980129.18    | 0.00%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1446692 | PA      | $1342208.01   | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2182000 | PA      | $2018725.43   | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54031000 | PA      | $56272442.27  | 0.17%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AH                                                                            | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    335000 | PA      | $237884.46    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20479750 | PA      | $17450964.34  | 0.05%             | 2055-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    933000 | PA      | $1165844.82   | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560629.64    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    693000 | PA      | $648840.95    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    550000 | PA      | $427404.35    | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $630285.12    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    687000 | PA      | $672883.94    | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    830000 | PA      | $831828.53    | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $823585.84    | 0.00%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    680000 | PA      | $590478.81    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                   | Sumitomo Corp.                                                                                                                | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | DBT              | CORP              | JP        |    450000 | PA      | $457528.87    | 0.00%             | 2034-07-03      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    628000 | PA      | $588852.12    | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1015000 | PA      | $1000924.45   | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    652000 | PA      | $552902.63    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2373309.58   | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |   4800000 | PA      | $3018248.44   | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    745000 | PA      | $722558.98    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    505000 | PA      | $495725.84    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $886931.13    | 0.00%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159500.15    | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                                               | Bharti Airtel Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | DBT              | CORP              | IN        |    700000 | PA      | $638942.10    | 0.00%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    993000 | PA      | $997566.65    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| TML Holdings Pte. Ltd.                                                           | TML Holdings Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900EBGMM47QH02V57       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $393145.30    | 0.00%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1080000 | PA      | $972680.74    | 0.00%             | 2042-03-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    465000 | PA      | $368134.78    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    610000 | PA      | $586434.01    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $375521.19    | 0.00%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Oil India International Pte. Ltd.                                                | Oil India International Pte. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 529900MQ8CL8FLAGEQ79       | Long             | DBT              | CORP              | SG        |    415000 | PA      | $410353.93    | 0.00%             | 2027-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1905000 | PA      | $1649971.21   | 0.00%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4198664 | PA      | $3854924.79   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                                | Installed Building Products, Inc.                                                                                             | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300062.83    | 0.00%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1113398.45   | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1490731.18   | 0.00%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $445281.74    | 0.00%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1089000 | PA      | $970279.50    | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | Permanent University Fund - University of Texas System, Series 2017A                                                          | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $837708.94    | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    539000 | PA      | $573574.45    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1829200.86   | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506937.27    | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2491434.88   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    682000 | PA      | $671814.57    | 0.00%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399715 | PA      | $398706.65    | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604409.23    | 0.00%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211701.24    | 0.00%             | 2029-04-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    770000 | PA      | $746811.36    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30841.96     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3083915 | PA      | $2813379.50   | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAK3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    330000 | PA      | $250115.18    | 0.00%             | 2047-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    700000 | PA      | $717765.81    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    515000 | PA      | $539486.74    | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1096987.65   | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    330000 | PA      | $254356.35    | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    890000 | PA      | $877534.26    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $584554.01    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                                    | ION Trading Technologies SARL                                                                                                 | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    815000 | PA      | $793888.39    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |    800000 | PA      | $521329.39    | 0.00%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2S4<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1255000 | PA      | $1295668.24   | 0.00%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $905984.88    | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1980977.10   | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zhongliang Holdings Group Co. Ltd.                                               | Zhongliang Holdings Group Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300SKDRW33OJQFH41       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $69035.16     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3837979 | PA      | $3195322.48   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $279326.66    | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    672000 | PA      | $659391.83    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    513000 | PA      | $395363.13    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1032781.88   | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    805000 | PA      | $807098.54    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $304216.38    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262760.90    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2995370.01   | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    841000 | PA      | $914259.01    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1335000 | PA      | $1349549.69   | 0.00%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $404769.06    | 0.00%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                                    | Cia de Minas Buenaventura SAA                                                                                                 | CUSIP: N/A<br>LEI: 529900WQB1ZU9KB6EL71       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $199250.93    | 0.00%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $612717.82    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37327 | PA      | $34445.17     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3000000 | PA      | $2463878.70   | 0.01%             | 2047-10-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1600000 | PA      | $1451335.68   | 0.00%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Inventive Global Investments Ltd.                                                | Inventive Global Investments Ltd.                                                                                             | CUSIP: N/A<br>LEI: 2221005EX2X7ALDBEA02       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $385183.02    | 0.00%             | 2026-09-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $588242.09    | 0.00%             | 2027-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1067646.78   | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33238 | PA      | $33065.64     | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    280000 | PA      | $226692.17    | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                                                       | Park-Ohio Industries, Inc.                                                                                                    | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313650.64    | 0.00%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Franshion Brilliant Ltd.                                                         | Franshion Brilliant Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300E3ZP4GOU3D4G57       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $388178.67    | 0.00%             | 2026-04-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Adib Sukuk Co. II Ltd.                                                           | Adib Sukuk Co. II Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900P61RF2TVOBAD72       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $412998.73    | 0.00%             | 2028-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    490000 | PA      | $378815.95    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    272000 | PA      | $229296.16    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36044 | PA      | $35365.80     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AJ                                                                            | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    525000 | PA      | $460619.66    | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    635000 | PA      | $569351.86    | 0.00%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    650000 | PA      | $580719.42    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $436671.53    | 0.00%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $12687348.00  | 0.04%             | 2055-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327331.19    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24987 | PA      | $24551.57     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    895000 | PA      | $789709.20    | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1924747 | PA      | $1993445.02   | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                          | Eskom Holdings SOC Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $381486.50    | 0.00%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1002739.05   | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1261000 | PA      | $1037891.85   | 0.00%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    765000 | PA      | $751477.44    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    782000 | PA      | $822796.52    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $275454.24    | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3687860 | PA      | $3545403.16   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1479065.15   | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                                                                             | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826000 | PA      | $812782.09    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    270000 | PA      | $213152.14    | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697053.04    | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment Ltd.                                                       | SF Holding Investment Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 3003007DY4RTZM59GQ78       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $930769.45    | 0.00%             | 2030-02-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                        | First Student Bidco, Inc.                                                                                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811000 | PA      | $751601.68    | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    780000 | PA      | $641376.75    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170165.57    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                                                                 | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    406000 | PA      | $399036.01    | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $541020.79    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BT6<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    310000 | PA      | $244834.60    | 0.00%             | 2046-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bayport Polymers LLC                                                             | Bayport Polymers LLC                                                                                                          | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66902.94     | 0.00%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | Air Liquide Finance SA                                                                                                        | CUSIP: 00913RAD8<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    930000 | PA      | $909992.29    | 0.00%             | 2026-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99302.37     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| China Southern Power Grid International Finance BVI 2018 Co. Ltd.                | China Southern Power Grid International Finance BVI 2018 Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300HJ3WN6EBE05751       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $802794.71    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    660000 | PA      | $477953.41    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60800000 | PA      | $60707375.00  | 0.18%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190813.44    | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1043795.86   | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1138666.20   | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    810000 | PA      | $733556.19    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10843806 | PA      | $8623425.90   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613582 | PA      | $599748.56    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6577937 | PA      | $6127216.69   | 0.02%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Khazanah Global Sukuk Bhd.                                                       | Khazanah Global Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $598224.75    | 0.00%             | 2029-09-05      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $588655.57    | 0.00%             | 2027-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAW6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $409174.21    | 0.00%             | 2027-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Atkore, Inc.                                                                     | Atkore, Inc.                                                                                                                  | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    408000 | PA      | $362330.30    | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $839405.72    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1375000 | PA      | $1264959.24   | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | 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             | DBT              | CORP              | US        |   1049786 | PA      | $1062984.52   | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1185000 | PA      | $1132687.11   | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DW1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    618000 | PA      | $577705.21    | 0.00%             | 2029-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    669000 | PA      | $616233.88    | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    316000 | PA      | $310860.27    | 0.00%             | 2046-04-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1144350.86   | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $491883.51    | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520158.92    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22800000 | PA      | $16430250.00  | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    457000 | PA      | $385664.82    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    747000 | PA      | $740441.62    | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Stanford Health Care                                                             | Stanford Health Care, Series 2018                                                                                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $452912.86    | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200294.87    | 0.00%             | 2027-09-30      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1015000 | PA      | $992302.96    | 0.00%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1333000 | PA      | $1317865.23   | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    452000 | PA      | $385634.46    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                      | Commonwealth of the Bahamas                                                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     10000 | PA      | $10091.88     | 0.00%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    957000 | PA      | $934031.76    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                                      | Bayer Corp.                                                                                                                   | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626682.15    | 0.00%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Korea Expressway Corp.                                                           | Korea Expressway Corp.                                                                                                        | CUSIP: N/A<br>LEI: 988400EZO9DR1OFL5772       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $406255.81    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    620000 | PA      | $585707.89    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275123.44    | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635223.67    | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    962000 | PA      | $853154.93    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1071000 | PA      | $968741.35    | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178269 | PA      | $170439.12    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $534387.69    | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                        | New Fortress Energy, Inc.                                                                                                     | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    230000 | PA      | $122073.96    | 0.00%             | 2029-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    565000 | PA      | $497737.41    | 0.00%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1154096.68   | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    765000 | PA      | $756675.06    | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    715000 | PA      | $691167.59    | 0.00%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $543747.30    | 0.00%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | Trustees of Boston College                                                                                                    | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    290000 | PA      | $194434.73    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10871492 | PA      | $10610290.59  | 0.03%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    865000 | PA      | $815814.36    | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456415 | PA      | $418515.46    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $914747.19    | 0.00%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    713000 | PA      | $639604.78    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                    | System Energy Resources, Inc.                                                                                                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $191940.72    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340569.54    | 0.00%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $1525085.16   | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    945000 | PA      | $962629.91    | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    540000 | PA      | $542034.13    | 0.00%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41773.95     | 0.00%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1273198.86   | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $546610.62    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Constellation Insurance, Inc.                                                    | Constellation Insurance, Inc.                                                                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441243.64    | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397039.06    | 0.00%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2013 Ltd.                                     | Sinopec Group Overseas Development 2013 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 529900F9XKMFEV9DNO17       | Long             | DBT              | CORP              | VG        |   1400000 | PA      | $1441367.51   | 0.00%             | 2043-10-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227035.13    | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Domtar Corp.                                                                     | Domtar Corp.                                                                                                                  | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    647000 | PA      | $541875.56    | 0.00%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    751000 | PA      | $811972.11    | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                         | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    703000 | PA      | $425892.82    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1227547.75   | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1069481.54   | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2714087 | PA      | $2763271.18   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $898505.87    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3148875 | PA      | $3146426.84   | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   2966739 | PA      | $2217847.40   | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    705000 | PA      | $705545.74    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51743 | PA      | $51482.28     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4318000 | PA      | $2598875.66   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    787000 | PA      | $583969.37    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    610000 | PA      | $518014.71    | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010DD                                                                | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    225000 | PA      | $232910.95    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1425000 | PA      | $1204169.24   | 0.00%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2969763.43   | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728034.51    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78968 | PA      | $75294.32     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200812.56    | 0.00%             | 2028-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co. Ltd.                                                     | China Mengniu Dairy Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $364854.28    | 0.00%             | 2030-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    855000 | PA      | $799873.44    | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $597047.22    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1018548.81   | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    640000 | PA      | $617208.69    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                   | Rivers Enterprise Borrower LLC                                                                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $321263.30    | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452918.76    | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co. Ltd.                                       | Trane Technologies Global Holding Co. Ltd.                                                                                    | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    435000 | PA      | $348676.71    | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                            | AssuredPartners, Inc.                                                                                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    585000 | PA      | $584176.24    | 0.00%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B23, Class A5                                                                           | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4251745.44   | 0.01%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B                                                                       | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $237128.92    | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                         | Itau Unibanco Holding SA                                                                                                      | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $1013239.13   | 0.00%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2572252.88   | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $211163.53    | 0.00%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1218334.14   | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728229.74    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1445104.75   | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Hydro-Quebec                                                                                                                  | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     23000 | PA      | $28829.37     | 0.00%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    981000 | PA      | $977434.05    | 0.00%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148349 | PA      | $139926.30    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1860000 | PA      | $2012211.11   | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1009260.53   | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AL5<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    313000 | PA      | $286756.64    | 0.00%             | 2044-11-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    620000 | PA      | $601539.43    | 0.00%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336554.45    | 0.00%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939FAA5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   4435000 | PA      | $4537906.24   | 0.01%             | 2029-06-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    884000 | PA      | $957787.45    | 0.00%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4197000 | PA      | $4261607.13   | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    390000 | PA      | $380095.07    | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GPD Cos., Inc.                                                                   | GPD Cos., Inc.                                                                                                                | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $442420.21    | 0.00%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $967045.53    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $677189.27    | 0.00%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    310000 | PA      | $291521.29    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                                                                 | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601719.12    | 0.00%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Minmetals Bounteous Finance BVI Ltd.                                             | Minmetals Bounteous Finance BVI Ltd.                                                                                          | CUSIP: N/A<br>LEI: 3003005FATJ63Y0MR949       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $798185.44    | 0.00%             | 2026-07-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1196512.36   | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    830000 | PA      | $842857.03    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $632793.59    | 0.00%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1900000 | PA      | $1835041.37   | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    570000 | PA      | $342299.28    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179417 | PA      | $164316.12    | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                      | Horace Mann Educators Corp.                                                                                                   | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91227.14     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8422976 | PA      | $7696941.85   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $343141.97    | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279876 | PA      | $273195.55    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    936410 | PA      | $652031.00    | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1800000 | PA      | $1435842.24   | 0.00%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $216535.22    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    352000 | PA      | $355469.85    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                               | Istanbul Metropolitan Municipality                                                                                            | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $852234.54    | 0.00%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    260000 | PA      | $289625.62    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    789400 | PA      | $767526.71    | 0.00%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $471557.63    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $398014.28    | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    566000 | PA      | $551661.69    | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $4070309.02   | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Export Import Bank of Thailand                                                   | Export-Import Bank of Thailand                                                                                                | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | NUSS              | TH        |    200000 | PA      | $197900.30    | 0.00%             | 2027-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    505000 | PA      | $532990.84    | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257936.42    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2419658.37   | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $605514.33    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    305000 | PA      | $262248.26    | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    890000 | PA      | $878998.88    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1508627.61   | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    590000 | PA      | $499450.77    | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1560000 | PA      | $1360677.03   | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1046825.76   | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                                                                      | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981281.30    | 0.00%             | 2051-10-15      | Fixed         | 4.14%                 | 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        |    370000 | PA      | $376069.59    | 0.00%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   2789000 | PA      | $2674614.14   | 0.01%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624921 | PA      | $1368622.70   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1020000 | PA      | $946856.76    | 0.00%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768661.31    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings, Inc.                                                    | Horizon Mutual Holdings, Inc.                                                                                                 | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121698.53    | 0.00%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857836 | PA      | $824699.40    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    565000 | PA      | $371037.64    | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    463000 | PA      | $367772.87    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    970932 | PA      | $872080.74    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    874000 | PA      | $869402.00    | 0.00%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1404895.74   | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $608128.84    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings, Inc.                                                          | Innophos Holdings, Inc.                                                                                                       | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    472625 | PA      | $477973.32    | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                                                                | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $423932.53    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $217853.28    | 0.00%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    708000 | PA      | $765089.99    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0HY8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    855000 | PA      | $838540.02    | 0.00%             | 2026-09-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529511.27    | 0.00%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1928814.27   | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2200000 | PA      | $1786716.64   | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $977387.02    | 0.00%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    789000 | PA      | $810878.31    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    720000 | PA      | $605430.91    | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    835000 | PA      | $835036.53    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $226033.70    | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                        | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1074303.65   | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38290.52     | 0.00%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $819033.59    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290811.69    | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1242551.69   | 0.00%             | 2028-11-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1512000 | PA      | $1484933.10   | 0.00%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                                                 | Superior Plus LP                                                                                                              | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $541637.33    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1043954.35   | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    620000 | PA      | $572313.95    | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491797.22    | 0.00%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCF1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9643.35      | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    555000 | PA      | $562020.46    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAL1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $559937.74    | 0.00%             | 2030-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    810000 | PA      | $760086.17    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    875000 | PA      | $865419.21    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108924.97    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267293.04    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $908572.93    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2555000 | PA      | $2546721.35   | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1068976.87   | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1939864 | PA      | $1629384.61   | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340295.46    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    885000 | PA      | $914569.84    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | Brown University, Series A                                                                                                    | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $141139.84    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3272241.29   | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL Americas Holdings, Inc.                                               | SES GLOBAL Americas Holdings, Inc.                                                                                            | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |    544000 | PA      | $389318.90    | 0.00%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    531000 | PA      | $494608.71    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5297000 | PA      | $3518036.05   | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1431746.21   | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    958000 | PA      | $567688.92    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $702847.50    | 0.00%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100891.30    | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1337332.81   | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2024-2A, Class B                                                                  | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2304380 | PA      | $2309370.27   | 0.01%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    473000 | PA      | $475604.08    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8819929 | PA      | $8663122.03   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    270000 | PA      | $289678.88    | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1671452.56   | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529960.69    | 0.00%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366799 | PA      | $338132.67    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287022.30    | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498526.75    | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $922049.52    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1421591.05   | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $757133.10    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $934171.62    | 0.00%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    710000 | PA      | $694128.43    | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    685000 | PA      | $691677.75    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2122516.87   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    595000 | PA      | $683239.00    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class B                                                                                  | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $378777.79    | 0.00%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Acwa Power Management And Investments One Ltd.                                   | Acwa Power Management & Investments One Ltd.                                                                                  | CUSIP: N/A<br>LEI: 635400M3OWQGQBZOYO38       | Long             | DBT              | CORP              | AE        |    376916 | PA      | $375896.80    | 0.00%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1043453 | PA      | $511258.69    | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    685000 | PA      | $584088.84    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1775000 | PA      | $1847869.84   | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1571981.53   | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1051317.55   | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                           | Talos Production, Inc.                                                                                                        | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    620000 | PA      | $594292.85    | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                                  | WE Soda Investments Holding plc                                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1020823.97   | 0.00%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6125806 | PA      | $6255754.75   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                                        | NTPC Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $399224.51    | 0.00%             | 2028-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $352537.54    | 0.00%             | 2031-03-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3066816 | PA      | $2613818.44   | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    555000 | PA      | $325912.24    | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    830000 | PA      | $782249.23    | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730240.82    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264560.62    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco General SA                                                                 | Banco General SA                                                                                                              | CUSIP: N/A<br>LEI: 549300B5C08LGDFB7205       | Long             | DBT              | CORP              | PA        |    600000 | PA      | $590013.80    | 0.00%             | 2027-08-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    691000 | PA      | $741591.28    | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    885000 | PA      | $843857.91    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLPH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7911243 | PA      | $6953363.00   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1006688.67   | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320151.79    | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                       | Doosan Enerbility Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202578.58    | 0.00%             | 2026-07-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Finance of America Funding LLC                                                   | Finance of America Funding LLC                                                                                                | CUSIP: 317386AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190714 | PA      | $174052.00    | 0.00%             | 2026-11-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| QIIB Senior Oryx Ltd.                                                            | QIIB Senior Oryx Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300A07UNNRZ2DVQ26       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $817580.24    | 0.00%             | 2029-01-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1841747.00   | 0.01%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    965000 | PA      | $866666.55    | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3                                                                 | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966044 | PA      | $947613.39    | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $457584.83    | 0.00%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                                                    | Ashland, Inc.                                                                                                                 | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    455000 | PA      | $394968.96    | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4395403 | PA      | $4398252.69   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 225                                                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $692330.80    | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M5D9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50153.33     | 0.00%             | 2034-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $301494.40    | 0.00%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    740000 | PA      | $756354.50    | 0.00%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $968432.24    | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L87K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14510 | PA      | $13337.83     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14536374 | PA      | $14747474.73  | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16265402 | PA      | $13542555.80  | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    775000 | PA      | $682402.27    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $317297.39    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                          | Empresa de los Ferrocarriles del Estado                                                                                       | CUSIP: N/A<br>LEI: 8755006LY8XNRFOGWN86       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $233163.48    | 0.00%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6373312 | PA      | $6479627.11   | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    825000 | PA      | $525845.67    | 0.00%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5470979.31   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47944.46     | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2152553.12   | 0.01%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    640000 | PA      | $431668.96    | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    355000 | PA      | $316432.85    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    910000 | PA      | $813865.70    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    595000 | PA      | $594319.44    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    993000 | PA      | $981867.38    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   1600000 | PA      | $1792870.01   | 0.01%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1540082.65   | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series N                                                                                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $160400.01    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1268386.37   | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                                    | Cia de Minas Buenaventura SAA                                                                                                 | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $398501.85    | 0.00%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    535000 | PA      | $501193.76    | 0.00%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $987499.82    | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| James Hardie International Finance DAC                                           | James Hardie International Finance DAC                                                                                        | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    405000 | PA      | $394223.84    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | Province of Alberta                                                                                                           | CUSIP: 01306GAC7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    285000 | PA      | $278496.01    | 0.00%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| THI Capital Co. Ltd.                                                             | THI Capital Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 836800GV6DG5CK161Q96       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199975.38    | 0.00%             | 2026-05-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1667748.22   | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1213437.33   | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2494685.02   | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488602.58    | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    815000 | PA      | $750536.84    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    854000 | PA      | $832383.22    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1652231.56   | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1330000 | PA      | $1154032.32   | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    645000 | PA      | $648782.89    | 0.00%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1486403.08   | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    835000 | PA      | $694205.48    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361118 | PA      | $373783.67    | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $817279.82    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $803141.41    | 0.00%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    710000 | PA      | $689077.70    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1375272.23   | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2010A                                                                                   | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    805000 | PA      | $820408.20    | 0.00%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC                                                         | Speedway Motorsports LLC                                                                                                      | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $340975.21    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | National Grid USA                                                                                                             | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    143000 | PA      | $143501.59    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $1022737.80   | 0.00%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    888000 | PA      | $1006715.61   | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | Tencent Music Entertainment Group                                                                                             | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    835000 | PA      | $732769.06    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| West China Cement Ltd.                                                           | West China Cement Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900MMG3NBTIWPPR63       | Long             | DBT              | CORP              | JE        |    600000 | PA      | $467722.14    | 0.00%             | 2026-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1340619.69   | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    620000 | PA      | $654716.00    | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8642503 | PA      | $7201415.67   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $380235.42    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $969689.93    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1400000 | PA      | $1429761.32   | 0.00%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    425000 | PA      | $357875.94    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $453025.09    | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Autoridad del Canal de Panama                                                    | Autoridad del Canal de Panama                                                                                                 | CUSIP: N/A<br>LEI: 549300W1ISP1PW2J2P64       | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $189190.48    | 0.00%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                         | TCI Communications, Inc.                                                                                                      | CUSIP: 872287AL1<br>LEI: 549300T2R1ZBGV1UVE31 | Long             | DBT              | CORP              | US        |    825000 | PA      | $886314.41    | 0.00%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    827000 | PA      | $586096.73    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    887000 | PA      | $800032.31    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC                                                             | Wolverine Escrow LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    508000 | PA      | $0.05         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    389000 | PA      | $323784.58    | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    813000 | PA      | $693826.49    | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSAF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749740 | PA      | $1812214.73   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust, Series 2021-A2, Class A2                                                             | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $915996.85    | 0.00%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Prospect Capital Corp.                                                           | Prospect Capital Corp.                                                                                                        | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    455000 | PA      | $426131.49    | 0.00%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307PVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47679 | PA      | $46479.17     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1435000 | PA      | $1611589.84   | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    560000 | PA      | $437058.85    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3400195.31   | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12159985 | PA      | $11749100.75  | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1511797.13   | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1559000 | PA      | $1581213.29   | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                  | Concentra Health Services, Inc.                                                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    667000 | PA      | $683773.65    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class A4                                                              | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994367.63    | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    465000 | PA      | $433096.48    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WNEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35324 | PA      | $34334.28     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1215683.15   | 0.00%             | 2031-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1308530.11   | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                             | Bain Capital Specialty Finance, Inc.                                                                                          | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19599.15     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    665000 | PA      | $672693.83    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1078871.39   | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    342000 | PA      | $251058.92    | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1873105.67   | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    530000 | PA      | $503408.43    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    749000 | PA      | $713801.07    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                             | Noble Finance II LLC                                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1294400.17   | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $939048.87    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WG2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1355761 | PA      | $1302826.82   | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $570278.30    | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    908000 | PA      | $771221.70    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                                                          | Louisiana-Pacific Corp.                                                                                                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    345000 | PA      | $322167.60    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1087752.11   | 0.00%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $708105.58    | 0.00%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    952000 | PA      | $928285.19    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $875054.07    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | Teledyne FLIR LLC                                                                                                             | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    640000 | PA      | $570296.08    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                               | HealthEquity, Inc.                                                                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    580000 | PA      | $547973.69    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |   1280000 | PA      | $1154952.54   | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                               | Camelot Finance SA                                                                                                            | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    695000 | PA      | $685054.52    | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $193339.37    | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    745000 | PA      | $756708.89    | 0.00%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1001262.13   | 0.00%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662323.96    | 0.00%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    525000 | PA      | $438249.62    | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353056.80    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    565000 | PA      | $600635.36    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1256529.73   | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1103295.84   | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $347120.44    | 0.00%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11179 | PA      | $10787.87     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177918 | PA      | $164179.83    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57000000 | PA      | $49184765.63  | 0.15%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    601000 | PA      | $521596.39    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    635000 | PA      | $600695.91    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1215000 | PA      | $1239250.71   | 0.00%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    500000 | PA      | $497181.78    | 0.00%             | 2028-09-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    915000 | PA      | $919984.02    | 0.00%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48316 | PA      | $47442.15     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $1981177.62   | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                                           | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $334707.38    | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $922486.97    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    265000 | PA      | $226319.69    | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1611327.54   | 0.00%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1021809.92   | 0.00%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $620661.28    | 0.00%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $456485.13    | 0.00%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series A                                                                                         | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223958.36    | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2014-181                                                                      | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93940.73     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1408874.44   | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAM6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $594993.03    | 0.00%             | 2026-04-11      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $749790.08    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208435.14    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1388500 | PA      | $1373005.80   | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2K9<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304389.68    | 0.00%             | 2028-01-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQKU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2290833 | PA      | $2253035.49   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp., Series 2020                                                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    392000 | PA      | $254634.32    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                                                                | CUSIP: N/A<br>LEI: 529900EHUSQJVOTP9J45       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $616901.02    | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V11, Class A3                                                                           | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810000 | PA      | $1898485.21   | 0.01%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    825000 | PA      | $831654.04    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    958000 | PA      | $774704.76    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332148.96    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956894 | PA      | $849397.00    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                                | Centrais Eletricas Brasileiras SA                                                                                             | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | DBT              | CORP              | BR        |    600000 | PA      | $564235.99    | 0.00%             | 2030-02-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| PROG Holdings, Inc.                                                              | PROG Holdings, Inc.                                                                                                           | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    594000 | PA      | $547165.84    | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    536000 | PA      | $532666.87    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |    900000 | PA      | $872374.28    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    640000 | PA      | $647267.79    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1600000 | PA      | $1617971.09   | 0.00%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    740000 | PA      | $536578.89    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    725000 | PA      | $757058.16    | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248597 | PA      | $219636.77    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF Group SACA                                                                                                                | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $361778.84    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $735597.22    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    870000 | PA      | $864199.72    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $1913432.94   | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497600.32    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    555000 | PA      | $572755.72    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124694 | PA      | $119619.30    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    357000 | PA      | $353153.44    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC                                                                                                         | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    346000 | PA      | $330565.33    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5257276 | PA      | $4916273.48   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1005387.79   | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | Agence Francaise de Developpement EPIC                                                                                        | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |   1600000 | PA      | $1600174.30   | 0.00%             | 2027-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $415818.46    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $549016.14    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24752798 | PA      | $19697852.70  | 0.06%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1703437.46   | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II BV                                                              | SABIC Capital II BV                                                                                                           | CUSIP: N/A<br>LEI: 2138005PCUTH59D4RJ83       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $994538.82    | 0.00%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2137000 | PA      | $1393148.98   | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    615000 | PA      | $609264.49    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    735000 | PA      | $743502.14    | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   6182000 | PA      | $5350096.43   | 0.02%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1025757.12   | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235652.75    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    670000 | PA      | $657263.87    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9324 | PA      | $9418.27      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7XS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356588 | PA      | $333092.15    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    580000 | PA      | $555871.21    | 0.00%             | 2026-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124865 | PA      | $120612.20    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    565000 | PA      | $573308.57    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2269684 | PA      | $1968807.39   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                     | EZCORP, Inc.                                                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94433.53     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64938 | PA      | $61445.37     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    850000 | PA      | $863287.31    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |    600000 | PA      | $603399.29    | 0.00%             | 2035-07-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    998000 | PA      | $544472.84    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576828.96    | 0.00%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    605000 | PA      | $594619.94    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25073.98     | 0.00%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 36                                                                                     | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    850000 | PA      | $492705.98    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series H                                                                                   | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    397000 | PA      | $436610.36    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2516235.02   | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $362829.77    | 0.00%             | 2030-09-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                                    | Tenneco, Inc.                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1787972.08   | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $204707.87    | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital (The)                                                       | Mount Sinai Hospital (The), Series 2020                                                                                       | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    448000 | PA      | $270984.45    | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1150273.47   | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302194.48    | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    857000 | PA      | $784992.77    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                                      | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    563000 | PA      | $553092.67    | 0.00%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    235000 | PA      | $205058.62    | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187089.13    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hongkong Electric Finance Ltd.                                                   | Hongkong Electric Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900ZFMQ2KI2067818       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $591282.14    | 0.00%             | 2026-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    997000 | PA      | $715785.54    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    810000 | PA      | $728182.87    | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424408.73    | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    530000 | PA      | $500105.65    | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2725054 | PA      | $2414378.52   | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2424015.69   | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404571.07    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    588000 | PA      | $595530.35    | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $773877.02    | 0.00%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    779000 | PA      | $742691.31    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1084733.64   | 0.00%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd.                                                            | South32 Treasury Ltd.                                                                                                         | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    555000 | PA      | $512932.46    | 0.00%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                            | AAR Escrow Issuer LLC                                                                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $557550.74    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                                     | Pattern Energy Operations LP                                                                                                  | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |    690000 | PA      | $655533.34    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1800000 | PA      | $1655311.59   | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $431607.48    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14322395 | PA      | $13771636.51  | 0.04%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    841000 | PA      | $832496.90    | 0.00%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | Americold Realty Operating Partnership LP                                                                                     | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252541.79    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $911958.32    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                          | EnfraGen Energia Sur SA                                                                                                       | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $513662.16    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    527000 | PA      | $446206.31    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1148719 | PA      | $975470.09    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $606174.01    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $970051.00    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| County of Broward                                                                | County of Broward Airport System, Series 2019C                                                                                | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $812835.62    | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1337156.26   | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5GR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26025801 | PA      | $26619148.74  | 0.08%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1590710.37   | 0.00%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    565000 | PA      | $370964.82    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FSH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88409 | PA      | $81330.13     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7510000 | PA      | $6207484.38   | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    681000 | PA      | $706784.50    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                             | Cantor Fitzgerald LP                                                                                                          | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    910000 | PA      | $958717.89    | 0.00%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $260661.18    | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    913000 | PA      | $900386.37    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    653000 | PA      | $575917.00    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                   | Magyar Export-Import Bank Zrt.                                                                                                | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1222203.72   | 0.00%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                              | Pennsylvania State University (The), Series 2020D                                                                             | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    500000 | PA      | $368585.55    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                                   | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $559715.83    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    815000 | PA      | $676442.35    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $384128.67    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    513000 | PA      | $505927.90    | 0.00%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series J                                                                                            | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    690000 | PA      | $589891.65    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                         | Azul Secured Finance LLP                                                                                                      | CUSIP: 05501WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264650 | PA      | $50312.24     | 0.00%             | 2030-08-28      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                            | Hudbay Minerals, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300WI524AL577IX21       | Long             | DBT              | CORP              | CA        |    530000 | PA      | $528202.68    | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    775000 | PA      | $725559.08    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17489 | PA      | $17242.79     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp.                                                                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76710.53     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                    | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    410000 | PA      | $419099.19    | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $451074.38    | 0.00%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    760000 | PA      | $793280.51    | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1608391.94   | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XUJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3089 | PA      | $2929.76      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $258572.86    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  48666565 | PA      | $38846947.45  | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351373.81    | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Hysan MTN Ltd.                                                                   | Hysan MTN Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2549006HEQ2V3JUMNQ45       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $544690.11    | 0.00%             | 2029-09-04      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1338604.04   | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423458.30    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $984183.02    | 0.00%             | 2031-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $609687.68    | 0.00%             | 2034-08-02      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |   1200000 | PA      | $1058491.72   | 0.00%             | 2030-10-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1297243.83   | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    635000 | PA      | $451284.31    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    520000 | PA      | $509733.24    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775921 | PA      | $2806262.39   | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SP PowerAssets Ltd.                                                              | SP PowerAssets Ltd.                                                                                                           | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $781149.00    | 0.00%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $667052.32    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K106, Class A2                      | CUSIP: 3137FRUT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3170000 | PA      | $2892837.71   | 0.01%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAX5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    625000 | PA      | $611626.41    | 0.00%             | 2034-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    530000 | PA      | $545357.27    | 0.00%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    640000 | PA      | $577208.42    | 0.00%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1001280.26   | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    640000 | PA      | $616777.08    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                                                                 | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104000 | PA      | $1148666.82   | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                      | Emergent BioSolutions, Inc.                                                                                                   | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    455000 | PA      | $292991.93    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $778781.58    | 0.00%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227364.58    | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    892000 | PA      | $833716.50    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467571.11    | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2E4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $308702.97    | 0.00%             | 2029-01-11      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Rackspace Finance LLC                                                            | Rackspace Finance LLC                                                                                                         | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346293 | PA      | $130286.36    | 0.00%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C30, Class AS                                                                               | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504888.33    | 0.00%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $855742.97    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    615000 | PA      | $594433.73    | 0.00%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class AS                                                              | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1952595.25   | 0.01%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    564000 | PA      | $535185.53    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    845000 | PA      | $830607.36    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp.                                                        | Precision Castparts Corp.                                                                                                     | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    165000 | PA      | $132734.34    | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1850000 | PA      | $1749049.98   | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc.                                                                                                          | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79701.76     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System, Series 2020B                                                              | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    845000 | PA      | $501117.00    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1675000 | PA      | $1736802.26   | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $384990.27    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    540000 | PA      | $531267.53    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1068282.53   | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   1800000 | PA      | $1716237.69   | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $916672.38    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    347000 | PA      | $262697.75    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5867000 | PA      | $5663253.73   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    655000 | PA      | $629596.30    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    395000 | PA      | $403321.64    | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59409000 | PA      | $49179512.81  | 0.15%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    625000 | PA      | $503939.96    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    814000 | PA      | $902145.78    | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24757536 | PA      | $19684182.89  | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250962.45    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    582000 | PA      | $592444.77    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    987000 | PA      | $845009.89    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $196984.51    | 0.00%             | 2026-04-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350163.38    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    696600 | PA      | $537297.50    | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| Progress Energy, Inc.                                                            | Progress Energy, Inc.                                                                                                         | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    560000 | PA      | $619018.36    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1526 | PA      | $1490.38      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                         | JBS USA Holding LUX SARL                                                                                                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    915000 | PA      | $1017826.37   | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410745.42    | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $904622.23    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                 | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    710000 | PA      | $720227.45    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1055000 | PA      | $1016565.44   | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Xianjin Industry Investment Co. Ltd.                                             | Xianjin Industry Investment Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 3003003UVHQHWH2CHD39       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201831.58    | 0.00%             | 2026-09-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $660317.83    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311251 | PA      | $285374.58    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1730000 | PA      | $1118447.38   | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| YI Bright International Ltd.                                                     | YI Bright International Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 300300WJ3Y9W361V6456       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $408570.87    | 0.00%             | 2027-06-20      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2015971.76   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648558.24    | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $773395.03    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Burgan Bank SAK                                                                  | Burgan Bank SAK                                                                                                               | CUSIP: N/A<br>LEI: 558600NC81HKXMFSTY52       | Long             | DBT              | CORP              | KW        |    600000 | PA      | $564234.79    | 0.00%             | 2031-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    710000 | PA      | $607772.98    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $446803.14    | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust, Series 2024-C, Class A3                                                                                  | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1988098.56   | 0.01%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652508.36    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3620AQMP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9057 | PA      | $8977.29      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    690000 | PA      | $661168.92    | 0.00%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Hutchison Whampoa International 03/33 Ltd.                                       | Hutchison Whampoa International 03/33 Ltd.                                                                                    | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $459130.03    | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                                                               | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $964600.73    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    743000 | PA      | $847163.74    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653182.03    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    783000 | PA      | $758710.99    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    645000 | PA      | $568925.42    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $890442.22    | 0.00%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1013740.89   | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $764803.04    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $212388.50    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2383815.97   | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658000 | PA      | $530806.95    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dah Sing Bank Ltd.                                                               | Dah Sing Bank Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930092R8KXPUNCUI17       | Long             | DBT              | CORP              | HK        |    250000 | PA      | $240864.13    | 0.00%             | 2031-11-02      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194598.27    | 0.00%             | 2027-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    979000 | PA      | $916990.10    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529915.83    | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1060000 | PA      | $1216116.84   | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363043.55    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    745000 | PA      | $720362.02    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                                        | PRA Health Sciences, Inc.                                                                                                     | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $563878.07    | 0.00%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    261000 | PA      | $255793.39    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    555000 | PA      | $551093.45    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                                 | World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A3                                                     | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401131.42    | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $921133.79    | 0.00%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    565000 | PA      | $353964.70    | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1497403.18   | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $677711.70    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $386499.67    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1600000 | PA      | $1420704.12   | 0.00%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    480000 | PA      | $403273.24    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322540.90    | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1139730.49   | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                            | Holcim Finance US LLC                                                                                                         | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175655.35    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                  | Fidelis Insurance Holdings Ltd.                                                                                               | CUSIP: 31575FAA4<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5013.93      | 0.00%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    810000 | PA      | $835444.17    | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    920000 | PA      | $929421.37    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811071.16    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    775000 | PA      | $773810.62    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7480402 | PA      | $7676238.90   | 0.02%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    507000 | PA      | $564399.85    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                                                        | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $506419.05    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1305000 | PA      | $1252118.48   | 0.00%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349890.24    | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                          | C&W Senior Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 213800CG16G1YMJRCG10       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201395.07    | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                            | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $742302.03    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $451599.09    | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   1355000 | PA      | $1358217.07   | 0.00%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    860000 | PA      | $865970.66    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363470.05    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1263000 | PA      | $1220813.21   | 0.00%             | 2026-07-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                 | AMC Entertainment Holdings, Inc.                                                                                              | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    895000 | PA      | $882727.89    | 0.00%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                                                                  | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    782000 | PA      | $680151.92    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    670000 | PA      | $671915.92    | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779591.95    | 0.00%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    940000 | PA      | $884726.12    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    545000 | PA      | $521293.01    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | Air Liquide Finance SA                                                                                                        | CUSIP: 00913RAF3<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $926710.00    | 0.00%             | 2029-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    670000 | PA      | $684813.90    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1532384.98   | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NAC Aviation 29 DAC                                                              | NAC Aviation 29 DAC                                                                                                           | CUSIP: 62877CAA1<br>LEI: 213800F6E89RCASJ7E83 | Long             | DBT              | CORP              | IE        |    445026 | PA      | $443930.41    | 0.00%             | 2026-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals                                                                                                         | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $646850.03    | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    450000 | PA      | $398025.97    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $720866.34    | 0.00%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1133757.56   | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    827000 | PA      | $737180.37    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    476386 | PA      | $427884.59    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc.                                                                                                 | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    770000 | PA      | $787913.47    | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1205000 | PA      | $980443.63    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                          | Aris Water Holdings LLC                                                                                                       | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283039.68    | 0.00%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1656921.28   | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330941.72    | 0.00%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1600000 | PA      | $1471600.12   | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $989512.60    | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    935000 | PA      | $900775.05    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $411260.88    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    735000 | PA      | $712065.30    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                            | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $606717.49    | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4925398 | PA      | $3783735.56   | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 09581CAC5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    965000 | PA      | $943282.25    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    890000 | PA      | $902984.31    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    577000 | PA      | $574669.61    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $655725.76    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    512000 | PA      | $334559.27    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1061630.97   | 0.00%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    427000 | PA      | $425193.55    | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    529000 | PA      | $491948.85    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $549448.67    | 0.00%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    800000 | PA      | $796156.33    | 0.00%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $643159.15    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    680000 | PA      | $583841.80    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269834.66    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    403000 | PA      | $391444.39    | 0.00%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16129726 | PA      | $12878991.15  | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    950000 | PA      | $612168.85    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    431000 | PA      | $415080.33    | 0.00%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk Ltd.                                                                 | Sobha Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $409459.67    | 0.00%             | 2028-07-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $168568.29    | 0.00%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                            | Global Infrastructure Solutions, Inc.                                                                                         | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294506.02    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $472587.59    | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1560000 | PA      | $1587522.72   | 0.00%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| City of Atlanta                                                                  | City of Atlanta Water & Wastewater, Series 2020                                                                               | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $99636.01     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1630000 | PA      | $1648656.60   | 0.00%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1309366.07   | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    920000 | PA      | $917715.60    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: —       |
| Radiate Holdco LLC                                                               | Radiate Holdco LLC                                                                                                            | CUSIP: 75026JAE0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    903000 | PA      | $586137.08    | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    710000 | PA      | $616176.47    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    770000 | PA      | $771449.65    | 0.00%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                                                               | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    510000 | PA      | $538224.50    | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583276 | PA      | $535615.29    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAX4<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205990.60    | 0.00%             | 2029-05-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    540000 | PA      | $567136.47    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                                           | GYP Holdings III Corp.                                                                                                        | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    362000 | PA      | $340559.52    | 0.00%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $548535.69    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    635000 | PA      | $551496.09    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1140272.37   | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1458331.89   | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1313655.23   | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K515, Class A2                      | CUSIP: 3137HBPD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2079057.51   | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5236466 | PA      | $4271539.41   | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1976152 | PA      | $1905457.94   | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    765000 | PA      | $794429.82    | 0.00%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1140000 | PA      | $1130000.71   | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2202000 | PA      | $2147293.98   | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    703000 | PA      | $598036.46    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greenfire Resources Ltd.                                                         | Greenfire Resources Ltd.                                                                                                      | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $278805.72    | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $489572.28    | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    785000 | PA      | $761931.88    | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    670000 | PA      | $510881.89    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1027788.17   | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1135161.63   | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634463.48    | 0.00%             | 2029-01-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1740000 | PA      | $1806780.26   | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1082961.91   | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    980000 | PA      | $841393.69    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2200000 | PA      | $1311091.45   | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |   2840000 | PA      | $2880812.16   | 0.01%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002207.11   | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    830000 | PA      | $706638.11    | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Transelec SA                                                                     | Transelec SA                                                                                                                  | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    564000 | PA      | $538915.15    | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBK BSC                                                                          | BBK BSC                                                                                                                       | CUSIP: N/A<br>LEI: 549300MCPF5HTBF8ZR90       | Long             | DBT              | CORP              | BH        |    400000 | PA      | $404672.07    | 0.00%             | 2029-06-06      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1685000 | PA      | $1578919.30   | 0.00%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc., Series 2018                                                                                   | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    351000 | PA      | $350863.29    | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118046.35    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13894097 | PA      | $11020673.09  | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    685000 | PA      | $572923.59    | 0.00%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    411200 | PA      | $410148.19    | 0.00%             | 2048-03-27      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 Ltd.                                               | CK Hutchison International 24 Ltd.                                                                                            | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1117269.02   | 0.00%             | 2034-04-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3592695 | PA      | $3151823.59   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1411393.84   | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    777000 | PA      | $723394.78    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    231000 | PA      | $189312.01    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524100.42   | 0.00%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1772000 | PA      | $1734406.47   | 0.01%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    230000 | PA      | $238795.39    | 0.00%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    835000 | PA      | $822067.07    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124308.56    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $542340.49    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                               | Chord Energy Corp.                                                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296986.47    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    684000 | PA      | $674439.45    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1536013 | PA      | $1416057.67   | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1732000 | PA      | $1932554.36   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1039725.74   | 0.00%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2021-M17, Class A2                                     | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4320550.49   | 0.01%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    756000 | PA      | $760120.70    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                                                              | Banque Saudi Fransi                                                                                                           | CUSIP: N/A<br>LEI: 558600N07EDF4ATYR106       | Long             | DBT              | CORP              | SA        |    800000 | PA      | $802492.63    | 0.00%             | 2028-05-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                                                               | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263880.24    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    469000 | PA      | $361313.22    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc. Obligated Group                                  | Indiana University Health, Inc. Obligated Group                                                                               | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $464381.80    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    975000 | PA      | $951199.54    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    940000 | PA      | $915349.19    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    450000 | PA      | $405676.53    | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391709.26    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50700000 | PA      | $49575093.75  | 0.15%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 38                                                                                     | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265761.93    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center, Inc.                                            | Integris Baptist Medical Center, Inc., Series A                                                                               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    515000 | PA      | $373104.70    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1276303.92   | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2024                                                                                              | CUSIP: 13063EBQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023193.21   | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                                             | Illuminate Buyer LLC                                                                                                          | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $464120.83    | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    395000 | PA      | $403319.81    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $497187.24    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1055000 | PA      | $1049839.91   | 0.00%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $1051534.50   | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    933324 | PA      | $869005.40    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1035922.42   | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    825000 | PA      | $755586.51    | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $995439.53    | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    660000 | PA      | $739828.28    | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $937231.19    | 0.00%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    690000 | PA      | $598459.98    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258065 | PA      | $238436.61    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    385000 | PA      | $305600.82    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    760000 | PA      | $692598.19    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $883155.97    | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class B                                                    | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1175035.63   | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECK9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527504.17    | 0.00%             | 2034-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Beacon Roofing Supply, Inc.                                                      | Beacon Roofing Supply, Inc.                                                                                                   | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    342000 | PA      | $345111.40    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2471822 | PA      | $2077732.73   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    725000 | PA      | $748200.92    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1367057.71   | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    985000 | PA      | $986071.86    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19584862 | PA      | $19931927.71  | 0.06%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    530000 | PA      | $421916.28    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XW5W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6360 | PA      | $6048.02      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1144933.78   | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $967803.34    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    565000 | PA      | $489252.83    | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5543188 | PA      | $4469563.93   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    445000 | PA      | $529406.22    | 0.00%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    466000 | PA      | $383412.70    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    980000 | PA      | $913339.93    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3585000 | PA      | $3450570.89   | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447263.63    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                                      | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    527011 | PA      | $536389.93    | 0.00%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $933690.38    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| TransAlta Corp.                                                                  | TransAlta Corp.                                                                                                               | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $273747.51    | 0.00%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1330000 | PA      | $1173114.18   | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1286022.20   | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1415000 | PA      | $1452841.46   | 0.00%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    695000 | PA      | $432729.91    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| China CITIC Bank International Ltd.                                              | China CITIC Bank International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 54930034UPFJV0NHXV95       | Long             | DBT              | CORP              | HK        |    500000 | PA      | $523299.95    | 0.00%             | 2033-12-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COSL Singapore Capital Ltd.                                                      | COSL Singapore Capital Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 300300WB9ZSCZYXDFJ80       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $547688.54    | 0.00%             | 2030-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    547000 | PA      | $520814.36    | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| Ken Garff Automotive LLC                                                         | Ken Garff Automotive LLC                                                                                                      | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $395708.05    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $939258.41    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $969132.55    | 0.00%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $963130.63    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376120.24    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $393247.74    | 0.00%             | 2027-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    986000 | PA      | $999559.52    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $622440.93    | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series O                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    610000 | PA      | $502879.73    | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1180809.25   | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105340.19    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258278.72    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1622071.33   | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716197.78    | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    970000 | PA      | $942854.16    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                                     | Bausch Health Americas, Inc.                                                                                                  | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    580000 | PA      | $565490.26    | 0.00%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAL4<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $802211.98    | 0.00%             | 2028-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    655000 | PA      | $690111.31    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ukraine Railways                                                                 | Ukraine Railways                                                                                                              | CUSIP: N/A<br>LEI: 213800IW9C7PR3HKI783       | Long             | DBT              | CORP              | GB        |    945612 | PA      | $820360.41    | 0.00%             | 2026-07-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1348623.13   | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $386592.82    | 0.00%             | 2027-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1145790.93   | 0.00%             | 2029-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $976463.64    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383318.84    | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1400000 | PA      | $961628.20    | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    920000 | PA      | $926244.23    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $461928.46    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7879687.50   | 0.02%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3428000 | PA      | $3023602.50   | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2000000 | PA      | $1166924.57   | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                                                                 | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    375000 | PA      | $343400.53    | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7425381 | PA      | $5941556.79   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $874730.36    | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $488413.36    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    240000 | PA      | $198056.73    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    910000 | PA      | $971042.55    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                                              | FIVE Mortgage Trust, Series 2023-V1, Class A3                                                                                 | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307805.14    | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22111 | PA      | $21710.68     | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1213951.03   | 0.00%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1246018.39   | 0.00%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8674796 | PA      | $7393446.89   | 0.02%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $608290.44    | 0.00%             | 2029-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    375000 | PA      | $377468.12    | 0.00%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |    225000 | PA      | $208025.52    | 0.00%             | 2028-10-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    647000 | PA      | $568446.65    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1050000 | PA      | $1084435.02   | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23992000 | PA      | $19568247.08  | 0.06%             | 2055-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $918719.59    | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219642.97    | 0.00%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $935835.73    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EnQuest plc                                                                      | EnQuest plc                                                                                                                   | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $444172.38    | 0.00%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: —       |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    530000 | PA      | $547934.81    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology, Series F                                                                               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    330000 | PA      | $218801.75    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396248.59    | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225295 | PA      | $207250.77    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    158000 | PA      | $127382.83    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493572.66    | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1636898.25   | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243644.69    | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1950000 | PA      | $1896611.88   | 0.01%             | 2029-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   2050000 | PA      | $1373518.38   | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1962172 | PA      | $1782761.25   | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBL0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    550000 | PA      | $552209.11    | 0.00%             | 2034-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc., Series 2034                                                                                             | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528020.96    | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 6325C0DJ7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1193000 | PA      | $1182164.52   | 0.00%             | 2027-01-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    574000 | PA      | $506139.75    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seadrill Finance Ltd.                                                            | Seadrill Finance Ltd.                                                                                                         | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    585000 | PA      | $551080.69    | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319088.78    | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1081660.86   | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    660000 | PA      | $647954.89    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $208767.32    | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS Corporate Lending Fund                                                                                                    | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517548.94    | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341160.81    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1038955.87   | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    895000 | PA      | $909277.05    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1391398.47   | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    615000 | PA      | $453561.41    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205124.78    | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    798000 | PA      | $767396.75    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $686045.38    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    708000 | PA      | $692892.65    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866249.33    | 0.00%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3507312.50   | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1150000 | PA      | $1234523.79   | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    845000 | PA      | $851124.94    | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Slovenia                                                             | Slovenia Government Bond                                                                                                      | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |   1000000 | PA      | $1012947.74   | 0.00%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    218000 | PA      | $231375.51    | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2019T                                                                                      | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     55000 | PA      | $45153.32     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $691163.34    | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    920000 | PA      | $939247.66    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    985000 | PA      | $946288.80    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    445000 | PA      | $398007.42    | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    593000 | PA      | $530235.95    | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    635000 | PA      | $374895.50    | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc., Series 2020                                                                                 | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    512000 | PA      | $318378.42    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    620000 | PA      | $651067.20    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1051838.64   | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55395000 | PA      | $57182354.30  | 0.17%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    730000 | PA      | $606285.18    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    705000 | PA      | $714469.17    | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    492284 | PA      | $464675.85    | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1684247.30   | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    940000 | PA      | $961004.49    | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    444000 | PA      | $476770.63    | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $30456562.50  | 0.09%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1694911 | PA      | $1363918.59   | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702919.56    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    355000 | PA      | $376033.94    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1021130.44   | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    920000 | PA      | $956911.37    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346447.84    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    740000 | PA      | $714519.84    | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAD3<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140452.63    | 0.00%             | 2054-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    850000 | PA      | $735097.78    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1058229.61   | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2091939.96   | 0.01%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caja de Compensacion de Asignacion Familiar de Los Andes                         | Caja de Compensacion de Asignacion Familiar de Los Andes                                                                      | CUSIP: N/A<br>LEI: 549300VGDEQ1WZPVLL10       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $207022.99    | 0.00%             | 2029-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2037971.14   | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAR2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1000000 | PA      | $1056880.63   | 0.00%             | 2042-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc., Series 20-2                                                                                   | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    420000 | PA      | $281136.63    | 0.00%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281292.73    | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    765000 | PA      | $792146.31    | 0.00%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    825000 | PA      | $694406.25    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 05-A                                                                        | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172666.61    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1109201.45   | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54919 | PA      | $50885.88     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    845000 | PA      | $864038.90    | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    930000 | PA      | $880352.74    | 0.00%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1020824.60   | 0.00%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $444844.17    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442137.95    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18138 | PA      | $17184.34     | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    608000 | PA      | $591809.28    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $570553.65    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $494436.33    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84891 | PA      | $80226.33     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1380000 | PA      | $234099.82    | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195931 | PA      | $192051.18    | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A3                                                   | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5875000 | PA      | $5934135.54   | 0.02%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                                                                        | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $362961.60    | 0.00%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    545000 | PA      | $550443.05    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    763000 | PA      | $716564.07    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1189840.25   | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    873000 | PA      | $859063.01    | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1916194.12   | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1228512.86   | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    750000 | PA      | $685753.54    | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFJ7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $576263.50    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                              | Victra Holdings LLC                                                                                                           | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $458299.45    | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co., Series K                                                                                          | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    466000 | PA      | $390333.97    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354157 | PA      | $325792.62    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                        | Renesas Electronics Corp.                                                                                                     | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    925000 | PA      | $890012.09    | 0.00%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $521136.43    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1810742.74   | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2024-1, Class A                                                                    | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401475 | PA      | $393558.70    | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1103954.04   | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    545000 | PA      | $466025.21    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    920000 | PA      | $929202.16    | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    496000 | PA      | $446719.07    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    795000 | PA      | $765884.03    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332500 | PA      | $332093.64    | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3820690.60   | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167397.13    | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3800000 | PA      | $3779016.88   | 0.01%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    480000 | PA      | $490596.58    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12608984 | PA      | $10034381.54  | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $1830796.86   | 0.01%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    920000 | PA      | $932564.83    | 0.00%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313242 | PA      | $296019.79    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3141181.99   | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHTQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19981378 | PA      | $16723531.96  | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    589000 | PA      | $465699.08    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1385664 | PA      | $1236294.67   | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $415794.04    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    385000 | PA      | $348394.48    | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2T5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444574.29    | 0.00%             | 2027-09-12      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15655587 | PA      | $13140216.51  | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1640766.34   | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   4491100 | PA      | $3000307.09   | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    731000 | PA      | $619058.22    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                        | Bank of Ireland Group plc                                                                                                     | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    780000 | PA      | $751719.50    | 0.00%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    753000 | PA      | $741213.92    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $313235.90    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $926498.75    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $179232.59    | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    710000 | PA      | $666105.25    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    472000 | PA      | $465566.82    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12733 | PA      | $12358.14     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1078180.70   | 0.00%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $326479.76    | 0.00%             | 2051-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   4029000 | PA      | $3944310.06   | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1800000 | PA      | $1854442.91   | 0.01%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1266497.88   | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6171 | PA      | $5666.34      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434519.28    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $1112297.44   | 0.00%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61463000 | PA      | $63230061.25  | 0.19%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    720000 | PA      | $687693.51    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    858000 | PA      | $845427.40    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1252437.89   | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    679000 | PA      | $619082.58    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    825000 | PA      | $850401.06    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1310952.33   | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                                               | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2033268.76   | 0.01%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    705000 | PA      | $686055.66    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    810000 | PA      | $715989.33    | 0.00%             | 2047-07-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1424239.62   | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $2273161.11   | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series B                                                                                                    | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    747000 | PA      | $689454.95    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1088520.27   | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322800.35    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202395.52    | 0.00%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $1717683.32   | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320640.99    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                           | Compass Group Diversified Holdings LLC                                                                                        | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    945000 | PA      | $891488.67    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1066250 | PA      | $942319.96    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1543944 | PA      | $1533160.63   | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Geothermal Energy PT                                                   | Pertamina Geothermal Energy PT                                                                                                | CUSIP: N/A<br>LEI: 2549009CVV6Y7H26NV14       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $401793.20    | 0.00%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    870000 | PA      | $829581.35    | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    945000 | PA      | $858419.53    | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1914546 | PA      | $1741441.65   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-C, Class A3                                                                               | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140000 | PA      | $2138064.95   | 0.01%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    766000 | PA      | $720958.58    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $780057.54    | 0.00%             | 2033-04-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    665000 | PA      | $644119.65    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $329686.57    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series I                                                                         | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $593914.67    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    649786 | PA      | $489296.87    | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1016623.54   | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    529000 | PA      | $511424.60    | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    780000 | PA      | $797953.31    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    435000 | PA      | $452709.37    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1664961.37   | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275000.65    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307396.11    | 0.00%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    284319 | PA      | $270256.29    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class B                                                                               | CUSIP: 05554VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $712392.58    | 0.00%             | 2057-03-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1433390.89   | 0.00%             | 2034-07-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1052838.06   | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    845000 | PA      | $862598.56    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAV9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    660000 | PA      | $669110.55    | 0.00%             | 2026-06-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                                                        | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $545835.87    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adib Capital Invest 3 Ltd.                                                       | Adib Capital Invest 3 Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900DBMFZCZH3KL232       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $832631.97    | 0.00%             | 2028-07-18      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1020000 | PA      | $947854.71    | 0.00%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                            | AEGON Funding Co. LLC                                                                                                         | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607974.74    | 0.00%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1129000 | PA      | $1114482.62   | 0.00%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    639000 | PA      | $632978.85    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2720000 | PA      | $2101168.84   | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1056038.27   | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    520000 | PA      | $457441.48    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co.                                                                                                              | CUSIP: 641423CH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9867.99      | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    486000 | PA      | $458587.02    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164601 | PA      | $151193.44    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colorado Interstate Gas Co. LLC                                                  | Colorado Interstate Gas Co. LLC                                                                                               | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $424853.85    | 0.00%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    435200 | PA      | $434227.99    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    490000 | PA      | $497573.38    | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186624 | PA      | $176581.57    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    633000 | PA      | $549854.12    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    465000 | PA      | $435534.93    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $411700.07    | 0.00%             | 2029-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                               | Wildfire Intermediate Holdings LLC                                                                                            | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    615000 | PA      | $562725.00    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAR0<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $520670.52    | 0.00%             | 2031-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $649654.00    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    411000 | PA      | $415559.50    | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1725000 | PA      | $1382093.81   | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30484.74     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    775000 | PA      | $842031.35    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2721982.53   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1620000 | PA      | $1561941.85   | 0.00%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $327295.89    | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176143.97    | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788734.14    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    685000 | PA      | $632103.08    | 0.00%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438597.82    | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NBK Tier 1 Ltd.                                                                  | NBK Tier 1 Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 5493000G4QCCEE8YHF19       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $578746.65    | 0.00%             | 2026-08-24      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    960000 | PA      | $819398.39    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    920000 | PA      | $750318.44    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $776578.81    | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    758000 | PA      | $635971.35    | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    595000 | PA      | $576529.98    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    435000 | PA      | $307758.25    | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50232000 | PA      | $50852051.25  | 0.15%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                                           | Total Play Telecomunicaciones SA de CV                                                                                        | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    870000 | PA      | $786069.12    | 0.00%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: —       |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274216.45    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp.                                                      | Baffinland Iron Mines Corp.                                                                                                   | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    572000 | PA      | $502565.71    | 0.00%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                              | Moss Creek Resources Holdings, Inc.                                                                                           | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    765000 | PA      | $702865.46    | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                        | USI, Inc.                                                                                                                     | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    615000 | PA      | $636646.65    | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    362000 | PA      | $293330.18    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $503530.86    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2621000 | PA      | $2409500.14   | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1575000 | PA      | $1762567.29   | 0.01%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    780000 | PA      | $662729.96    | 0.00%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $530045.65    | 0.00%             | 2031-08-12      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    870000 | PA      | $886358.58    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1794884.67   | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    750000 | PA      | $740980.99    | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AL9<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1081103.14   | 0.00%             | 2028-03-09      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| Travelers Property Casualty Corp.                                                | Travelers Property Casualty Corp.                                                                                             | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $721785.69    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd.                                               | CK Hutchison International 20 Ltd.                                                                                            | CUSIP: 12564HAA3<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    855000 | PA      | $772305.63    | 0.00%             | 2030-05-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2046426.86   | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K141, Class A1                      | CUSIP: 3137H6S63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2222383 | PA      | $2101100.19   | 0.01%             | 2031-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    923000 | PA      | $832802.98    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    900000 | PA      | $728517.61    | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $329522.37    | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    236000 | PA      | $189816.82    | 0.00%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    995000 | PA      | $744088.28    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                          | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   1431000 | PA      | $1643771.33   | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4269131 | PA      | $3584526.89   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    563000 | PA      | $427963.01    | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562356.15    | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | Oregon State University, Series 2020                                                                                          | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    200000 | PA      | $136563.28    | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Isdb Trust Services NO 2 SARL                                                    | Isdb Trust Services NO 2 SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |   1200000 | PA      | $1239665.21   | 0.00%             | 2028-10-03      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400360.42    | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13386858 | PA      | $13668840.71  | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    406000 | PA      | $402641.16    | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    654000 | PA      | $615887.55    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $397622.69    | 0.00%             | 2032-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500539.23    | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    310000 | PA      | $247978.87    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1150085.71   | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1050000 | PA      | $1061240.74   | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294049.32    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class A5                                                                      | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983028.04    | 0.00%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    278000 | PA      | $314224.81    | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    980000 | PA      | $964670.37    | 0.00%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1115032.51   | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon, Series 2003                                                                                                  | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    555508 | PA      | $565518.53    | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646902.35    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class A4                                                                     | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972608.32    | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140820.70    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1687258 | PA      | $1341774.55   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    723000 | PA      | $479356.22    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131537.79    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1067831.75   | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    808000 | PA      | $794343.92    | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55218500 | PA      | $56236591.09  | 0.17%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667006.27    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    490000 | PA      | $468242.42    | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1206363.30   | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $997107.92    | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521979.71    | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    336000 | PA      | $329813.40    | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $245815.96    | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2175066 | PA      | $1906808.42   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    940000 | PA      | $965722.20    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13284199 | PA      | $13070300.34  | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                    | System Energy Resources, Inc.                                                                                                 | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $337434.03    | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBG1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    729000 | PA      | $718823.50    | 0.00%             | 2027-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2423699.27   | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    730000 | PA      | $694279.42    | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1952306.89   | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7949099 | PA      | $7020585.17   | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $773990.90    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $1686493.41   | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    930000 | PA      | $943233.55    | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    331000 | PA      | $280101.00    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series U                                                                                                   | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297851.03    | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CFAMC IV Co. Ltd.                                                                | CFAMC IV Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |    700000 | PA      | $674353.62    | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                            | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    387000 | PA      | $381011.19    | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011CC                                                                | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    975000 | PA      | $996081.38    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    476000 | PA      | $520910.41    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3497000 | PA      | $3006485.02   | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    452000 | PA      | $484761.28    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    680000 | PA      | $659207.42    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    505000 | PA      | $461482.45    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    980000 | PA      | $916051.83    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375929.41    | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    800000 | PA      | $605137.02    | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1544170.33   | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399401.52    | 0.00%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    878000 | PA      | $865886.88    | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                             | HD Hyundai Heavy Industries Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $195848.68    | 0.00%             | 2027-03-28      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1000347.36   | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    985000 | PA      | $927139.60    | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $345948.22    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    995000 | PA      | $968746.51    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306201 | PA      | $293597.34    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $722832.99    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201832.10    | 0.00%             | 2027-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC                                                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1256339.94   | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    665000 | PA      | $682873.53    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $491798.18    | 0.00%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mdgh Sukuk Ltd.                                                                  | Mdgh Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900HY0LLN41F9J831       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1216085.38   | 0.00%             | 2034-04-04      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    573000 | PA      | $381555.71    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148313 | PA      | $142121.64    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    997000 | PA      | $731233.94    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    792937 | PA      | $727093.68    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    877000 | PA      | $861336.99    | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274487 | PA      | $249389.66    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83367TBT5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $483751.02    | 0.00%             | 2045-11-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12524607 | PA      | $11369235.32  | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430276.33    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW Finance NV                                                                                                                | CUSIP: 05600LAC0<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |   1155000 | PA      | $1071333.05   | 0.00%             | 2029-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC                                                       | Neuberger Berman Group LLC                                                                                                    | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $404774.26    | 0.00%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    550000 | PA      | $503015.15    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                                                                | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1116000 | PA      | $1114496.22   | 0.00%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 608328BJ8<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $560091.98    | 0.00%             | 2027-12-15      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $644256.18    | 0.00%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269708.77    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1600000 | PA      | $1166441.09   | 0.00%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366496 | PA      | $339249.70    | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Mortgage Corp. Ltd. (The)                                              | Hong Kong Mortgage Corp. Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900W04TBDJ4UBOS04       | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $819409.64    | 0.00%             | 2028-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3223000 | PA      | $2916708.47   | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    600000 | PA      | $371165.04    | 0.00%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                    | BAT International Finance plc                                                                                                 | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1103726.42   | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                                                  | Children's Hospital Corp. (The), Series 2017                                                                                  | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    285000 | PA      | $233756.80    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2018-GS10, Class AS                                                                      | CUSIP: 36250SAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $941575.25    | 0.00%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1815000 | PA      | $1798628.86   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    715000 | PA      | $706500.31    | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $710223.93    | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $602831.94    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2530000 | PA      | $2535410.87   | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | Dexia SA                                                                                                                      | CUSIP: 25214BBC7<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |    935000 | PA      | $943739.97    | 0.00%             | 2027-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Foothill-Eastern Transportation Corridor Agency                                  | Foothill-Eastern Transportation Corridor Agency, Series 2019A                                                                 | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $284018.36    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    891000 | PA      | $886844.23    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64316 | PA      | $62616.51     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                            | BMARK, Series 2023-V4, Class A3                                                                                               | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4793929.45   | 0.01%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                                                  | SGSP Australia Assets Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |    700000 | PA      | $689951.94    | 0.00%             | 2026-07-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    575000 | PA      | $395748.24    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 04-G                                                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382596.70    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings, Inc.                                                          | BlueLinx Holdings, Inc.                                                                                                       | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295739.05    | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1008439.69   | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Periama Holdings LLC                                                             | Periama Holdings LLC                                                                                                          | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |    800000 | PA      | $796655.33    | 0.00%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1219946.32   | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1480844 | PA      | $1399423.74   | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2523147 | PA      | $2108684.90   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173820.84    | 0.00%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $446398.67    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13450000 | PA      | $10381718.75  | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBZ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $604213.12    | 0.00%             | 2030-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436423.60    | 0.00%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Falabella SA                                                                     | Falabella SA                                                                                                                  | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $506019.54    | 0.00%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    560000 | PA      | $597207.55    | 0.00%             | 2034-09-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    419000 | PA      | $440868.07    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-C8, Class C                                                                                   | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476435.87    | 0.00%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2238656.77   | 0.01%             | 2030-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series A                                                                           | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $465938.24    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1111450.40   | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340638.56    | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group                                                                                   | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $775017.93    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2200000 | PA      | $2297949.87   | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5068031 | PA      | $4734255.75   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $397440.63    | 0.00%             | 2027-04-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    970000 | PA      | $611286.09    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | State Street Bank & Trust Co.                                                                                                 | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549019.66    | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                                        | NOV, Inc.                                                                                                                     | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $874277.04    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                    | TerraForm Power Operating LLC                                                                                                 | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    690000 | PA      | $649298.47    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Genworth Holdings, Inc.                                                          | Genworth Holdings, Inc.                                                                                                       | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    277000 | PA      | $260184.16    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1190000 | PA      | $853804.93    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1615276.05   | 0.00%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    630000 | PA      | $638437.05    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1565000 | PA      | $1520698.81   | 0.00%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hutchison Whampoa Finance CI Ltd.                                                | Hutchison Whampoa Finance CI Ltd.                                                                                             | CUSIP: 448414AE2<br>LEI: 254900R3BZU6S8ZU0L15 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $122052.79    | 0.00%             | 2027-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $610013.72    | 0.00%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24056000 | PA      | $24582225.00  | 0.07%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                       | Esab Corp.                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    678000 | PA      | $687237.67    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    765000 | PA      | $768242.49    | 0.00%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                               | AES Panama Generation Holdings SRL                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |   1327434 | PA      | $1160374.69   | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    755000 | PA      | $785355.39    | 0.00%             | 2031-05-27      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    540000 | PA      | $465856.14    | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332600.60    | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1000000 | PA      | $1040888.87   | 0.00%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1870780.60   | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $300379.25    | 0.00%             | 2050-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    465000 | PA      | $472338.24    | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1131778.41   | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2642074.34   | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1432646 | PA      | $1192920.97   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $964851.75    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1131984.45   | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1585000 | PA      | $1539762.83   | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93219.54     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    480000 | PA      | $390079.37    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $680950.42    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $939904.90    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1272610 | PA      | $1205561.31   | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1357637.73   | 0.00%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| MedStar Health, Inc.                                                             | MedStar Health, Inc., Series 20A                                                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $284021.13    | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    930000 | PA      | $718694.82    | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1287000 | PA      | $1194443.56   | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    990000 | PA      | $998811.60    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                                         | Reliance Standard Life Global Funding II                                                                                      | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $574578.61    | 0.00%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: —       |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |    825000 | PA      | $811152.86    | 0.00%             | 2027-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1989555 | PA      | $1768252.96   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    703000 | PA      | $619432.17    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Delhi International Airport Ltd.                                                 | Delhi International Airport Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800HBF5DARYMEUD12       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $399751.23    | 0.00%             | 2026-10-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145778.27    | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Landsea Homes Corp.                                                              | Landsea Homes Corp.                                                                                                           | CUSIP: 51509PAA1<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293966.20    | 0.00%             | 2029-04-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    587000 | PA      | $597429.90    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    462000 | PA      | $399720.19    | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    516000 | PA      | $367284.14    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LBJ Infrastructure Group LLC                                                     | LBJ Infrastructure Group LLC                                                                                                  | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $193495.85    | 0.00%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2021A                                                                                       | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $983346.75    | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $233396.93    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |   1245000 | PA      | $1197110.21   | 0.00%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    397000 | PA      | $388764.12    | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2317562 | PA      | $2118750.98   | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415500 | PA      | $1061081.13   | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    654000 | PA      | $603600.75    | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AG                                                                            | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    660000 | PA      | $589056.14    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1002000 | PA      | $971264.33    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $453920.19    | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    648000 | PA      | $422602.32    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375695.43    | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    625000 | PA      | $658066.99    | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Korea Expressway Corp.                                                           | Korea Expressway Corp.                                                                                                        | CUSIP: N/A<br>LEI: 988400EZO9DR1OFL5772       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $580701.25    | 0.00%             | 2026-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3304485 | PA      | $2810080.66   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    505000 | PA      | $494597.08    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702000 | PA      | $598697.45    | 0.00%             | 2031-03-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2050658.40   | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    626000 | PA      | $623484.38    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    633000 | PA      | $625307.56    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    797000 | PA      | $877961.15    | 0.00%             | 2027-05-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    348000 | PA      | $365375.13    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    365000 | PA      | $327461.52    | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd.                                                           | Transocean Aquila Ltd.                                                                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    289462 | PA      | $285490.65    | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1106511.08   | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1315000 | PA      | $1231106.74   | 0.00%             | 2028-03-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1311835.55   | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1009184.79   | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    429000 | PA      | $361444.80    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    660000 | PA      | $676283.38    | 0.00%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $520558.76    | 0.00%             | 2031-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    540000 | PA      | $484378.17    | 0.00%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $426830.84    | 0.00%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $819882.64    | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2928346 | PA      | $1450917.98   | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1368795.28   | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $409188.39    | 0.00%             | 2030-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12736 | PA      | $12426.18     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series B                                                                                                    | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $183580.84    | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $317587.34    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $341078.63    | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22582669 | PA      | $20149631.60  | 0.06%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3755092 | PA      | $3175877.81   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAK4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $395022.75    | 0.00%             | 2035-09-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    913000 | PA      | $813688.73    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    690000 | PA      | $645092.37    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532523.32    | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                            | TreeHouse Foods, Inc.                                                                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    490000 | PA      | $438890.04    | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Kasikornbank PCL                                                                 | Kasikornbank PCL                                                                                                              | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |    600000 | PA      | $612366.17    | 0.00%             | 2028-03-07      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    540000 | PA      | $327412.97    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    697000 | PA      | $542687.48    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1210568.34   | 0.00%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1078065.60   | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $983979.75    | 0.00%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPNP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2335003 | PA      | $1858155.06   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1099746.17   | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496144.56    | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2054895.42   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72901000 | PA      | $72707356.72  | 0.22%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    345000 | PA      | $269909.64    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAW4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $568237.69    | 0.00%             | 2070-10-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6405038 | PA      | $5373951.52   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |   1725000 | PA      | $1748933.45   | 0.01%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364936.98    | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501926.17    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $909246.65    | 0.00%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1041895.07   | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $468955.46    | 0.00%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364878 | PA      | $339688.04    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1583177.38   | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $397514.50    | 0.00%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2482151.55   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1777177.51   | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    517000 | PA      | $507394.40    | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2600000 | PA      | $1855857.67   | 0.01%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    591606 | PA      | $510594.22    | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWX3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588816.04    | 0.00%             | 2026-06-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    613000 | PA      | $589342.84    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5840000 | PA      | $5405340.77   | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $616206.83    | 0.00%             | 2034-05-21      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    545000 | PA      | $446231.66    | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533122.93    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    788000 | PA      | $651821.76    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $604928.32    | 0.00%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2906966.98   | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    473000 | PA      | $413371.46    | 0.00%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    804000 | PA      | $647277.00    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $486166.95    | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW Bank                                                                                                                      | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | NUSS              | DE        |    414000 | PA      | $419864.65    | 0.00%             | 2027-03-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arko Corp.                                                                       | Arko Corp.                                                                                                                    | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $372022.13    | 0.00%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243958.69    | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344675.06    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1223986.00   | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                     | Mueller Water Products, Inc.                                                                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    455000 | PA      | $426233.97    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WK Kellogg Foundation Trust                                                      | WK Kellogg Foundation Trust                                                                                                   | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |    135000 | PA      | $78225.81     | 0.00%             | 2050-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $856264.09    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1015000 | PA      | $1005160.73   | 0.00%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    710000 | PA      | $707291.78    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    665000 | PA      | $444750.66    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542271.90    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15361.12     | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $394841.81    | 0.00%             | 2026-05-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1222790.25   | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAG9<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $1015957.88   | 0.00%             | 2028-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396826.27    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foot Locker, Inc.                                                                | Foot Locker, Inc.                                                                                                             | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    410000 | PA      | $332058.57    | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    521000 | PA      | $513065.66    | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1253952.33   | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GR6Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6069914 | PA      | $6178540.97   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                 | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $440695.60    | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $688585.23    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258511 | PA      | $248135.36    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354054.64    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $302983.19    | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    735000 | PA      | $735962.34    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    385000 | PA      | $357561.49    | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204612.94    | 0.00%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46593000 | PA      | $47430217.97  | 0.14%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    335000 | PA      | $314962.58    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203626.93    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    735000 | PA      | $671639.19    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9285.54      | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22463119 | PA      | $17875765.07  | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $897389.37    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $783760.80    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    920000 | PA      | $857504.08    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    490000 | PA      | $298635.51    | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475361.13    | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1136954.11   | 0.00%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31292HVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178380 | PA      | $182123.34    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    515000 | PA      | $411188.29    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3638786 | PA      | $3039937.36   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18800000 | PA      | $14443687.50  | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $758614.98    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2749431.53   | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $306315.22    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                                                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1472197.66   | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506444.49    | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $594197.60    | 0.00%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    711000 | PA      | $565186.53    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2011-168                                                                      | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    775000 | PA      | $716659.72    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A3                                                   | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005455.82   | 0.00%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBQ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399759.08    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3096917 | PA      | $3152818.58   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Korea Investment & Securities Co. Ltd.                                           | Korea Investment & Securities Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300R8VJDW3X6CD250       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $411459.85    | 0.00%             | 2026-11-06      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    736000 | PA      | $726109.34    | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1815574.40   | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $496167.65    | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1590000 | PA      | $1629700.84   | 0.00%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $685475.63    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1163819.08   | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    680000 | PA      | $657842.41    | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1400000 | PA      | $922729.06    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series FIX                                                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2907813.76   | 0.01%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47077 | PA      | $46352.43     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53700000 | PA      | $51608636.72  | 0.16%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $637522.82    | 0.00%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0HT9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    405000 | PA      | $399617.39    | 0.00%             | 2026-05-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ANZ Bank New Zealand Ltd.                                                        | ANZ Bank New Zealand Ltd.                                                                                                     | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    490000 | PA      | $502170.12    | 0.00%             | 2034-07-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1016000 | PA      | $998209.32    | 0.00%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1911000 | PA      | $1843646.47   | 0.01%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2R6<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3000000 | PA      | $2995046.07   | 0.01%             | 2027-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    880000 | PA      | $892046.77    | 0.00%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Delhi International Airport Ltd.                                                 | Delhi International Airport Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800HBF5DARYMEUD12       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $602232.53    | 0.00%             | 2029-06-04      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1385000 | PA      | $1194698.18   | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    503000 | PA      | $451980.98    | 0.00%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    585000 | PA      | $556409.99    | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                          | Western Union Co. (The)                                                                                                       | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    410000 | PA      | $354229.02    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                         | Cougar JV Subsidiary LLC                                                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $679975.81    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1120000 | PA      | $1203290.20   | 0.00%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Georgian Railway JSC                                                             | Georgian Railway JSC                                                                                                          | CUSIP: N/A<br>LEI: 2138005UZV4ZT2B2ZO19       | Long             | DBT              | CORP              | GE        |    600000 | PA      | $530738.76    | 0.00%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4753000 | PA      | $4529630.55   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    455000 | PA      | $442071.76    | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series ai.                                                                           | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334545.42    | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320572.76    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    604000 | PA      | $594674.37    | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    665000 | PA      | $628882.29    | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $34021875.00  | 0.10%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    580000 | PA      | $548909.96    | 0.00%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    630000 | PA      | $639554.81    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196062 | PA      | $174937.76    | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class A4                                                                                | CUSIP: 05492VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2650599.49   | 0.01%             | 2053-04-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290949.60    | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                        | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $599676.87    | 0.00%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    970000 | PA      | $894003.24    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $988881.83    | 0.00%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1368480.14   | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sinosing Services Pte. Ltd.                                                      | Sinosing Services Pte. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300UVDH5NQRVTJG47       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $370761.89    | 0.00%             | 2030-02-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $805236.75    | 0.00%             | 2028-05-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3060000 | PA      | $2934059.87   | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    610000 | PA      | $618192.29    | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC, Inc.                                                          | Goldman Sachs BDC, Inc.                                                                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531624.32    | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    718000 | PA      | $512918.73    | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   1010000 | PA      | $1026085.99   | 0.00%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    545000 | PA      | $526724.49    | 0.00%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105450.93    | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1448457.76   | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    575000 | PA      | $532493.44    | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | Americold Realty Operating Partnership LP                                                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340482.97    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    990000 | PA      | $980663.53    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1265278.12   | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    515000 | PA      | $477880.17    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    727000 | PA      | $717663.40    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548633.41    | 0.00%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $770916.21    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1200000 | PA      | $1121818.45   | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3                                                   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4676556 | PA      | $4678726.10   | 0.01%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    575000 | PA      | $581016.70    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                                   | Hughes Satellite Systems Corp.                                                                                                | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $687648.38    | 0.00%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $1773246.81   | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1321437.23   | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $606338.22    | 0.00%             | 2026-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $606866.19    | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    994000 | PA      | $871704.55    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YY3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26604 | PA      | $25333.04     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1279640.67   | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1085860.91   | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1162583.92   | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: —       |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150548.54    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                                              | Canacol Energy Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | DBT              | CORP              | CA        |    400000 | PA      | $187538.08    | 0.00%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50788 | PA      | $50384.22     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2B7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $150668.87    | 0.00%             | 2050-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1008079 | PA      | $984018.07    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1438558.05   | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493496.28    | 0.00%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    625000 | PA      | $575350.69    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    725000 | PA      | $704542.86    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $539861.86    | 0.00%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | Fondo MIVIVIENDA SA                                                                                                           | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |    550000 | PA      | $544845.97    | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    560000 | PA      | $582206.64    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    578000 | PA      | $569600.95    | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    687000 | PA      | $576599.57    | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                                                         | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    460000 | PA      | $402456.94    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                      | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    525000 | PA      | $504035.96    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    735000 | PA      | $702029.88    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $526198.83    | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307272.68    | 0.00%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6380000 | PA      | $5079078.13   | 0.02%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    555000 | PA      | $539562.87    | 0.00%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1066832.34   | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186530.07    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class AS                                                                               | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518622.67    | 0.00%             | 2055-12-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    515000 | PA      | $454462.81    | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    735000 | PA      | $636194.70    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $381531.91    | 0.00%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AK3<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    405000 | PA      | $415933.96    | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                     | MasTec, Inc.                                                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255974.73    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7298322 | PA      | $6101707.27   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $539817.22    | 0.00%             | 2051-04-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                               | HAT Holdings I LLC                                                                                                            | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    890000 | PA      | $863862.09    | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                            | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    831000 | PA      | $759725.28    | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    480000 | PA      | $483497.08    | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686044.29    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    470000 | PA      | $325521.13    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1255140.18   | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    654000 | PA      | $558502.73    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                                                                      | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1642000 | PA      | $1668926.38   | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    495000 | PA      | $483514.00    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    397275 | PA      | $343039.94    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAB7<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281339.90    | 0.00%             | 2031-03-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    385000 | PA      | $351776.24    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8280 | PA      | $8270.25      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1225885.39   | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    595000 | PA      | $545138.26    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $295792.89    | 0.00%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7727060 | PA      | $7036080.92   | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    842500 | PA      | $607955.82    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2020B                                                                                          | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1232005.08   | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1041058.22   | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1200000 | PA      | $1042163.77   | 0.00%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BMW U.S. Capital LLC                                                             | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225672.36    | 0.00%             | 2026-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1365000 | PA      | $1366496.22   | 0.00%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1803000 | PA      | $1686162.76   | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1766480 | PA      | $1435269.75   | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $522349.81    | 0.00%             | 2031-10-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Radian Group, Inc.                                                               | Radian Group, Inc.                                                                                                            | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516691.23    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1012727.85   | 0.00%             | 2027-06-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1600000 | PA      | $1623167.68   | 0.00%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: —       |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    735000 | PA      | $679275.61    | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455596.08    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    835000 | PA      | $852288.69    | 0.00%             | 2034-06-11      | Fixed         | 5.18%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    635000 | PA      | $535651.19    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Zhejiang Expressway Co. Ltd.                                                     | Zhejiang Expressway Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 213800X1ZRKM85U9H438       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $386619.32    | 0.00%             | 2026-07-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30548 | PA      | $27361.99     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    705000 | PA      | $750459.28    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    745000 | PA      | $715398.66    | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                                                  | Louisville Gas & Electric Co.                                                                                                 | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    205000 | PA      | $160550.18    | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFB4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    770000 | PA      | $773020.13    | 0.00%             | 2026-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2000000 | PA      | $1700175.74   | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | NUSS              | CN        |   6000000 | PA      | $5840358.74   | 0.02%             | 2026-09-24      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313159.39    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1802361.97   | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    433000 | PA      | $379242.82    | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1801961.80   | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1120000 | PA      | $1183560.39   | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10420547 | PA      | $9246860.40   | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2215131.76   | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420091 | PA      | $386210.21    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $401586.79    | 0.00%             | 2026-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1329425 | PA      | $1346436.49   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    765000 | PA      | $511753.06    | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    810000 | PA      | $825442.71    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1451774.73   | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2005000 | PA      | $2061773.28   | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622758.97    | 0.00%             | 2029-03-08      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2003 Ltd.                                                          | CNOOC Finance 2003 Ltd.                                                                                                       | CUSIP: 12615TAB4<br>LEI: 549300KSB04UT8CS3T40 | Long             | DBT              | CORP              | VG        |     10000 | PA      | $10630.27     | 0.00%             | 2033-05-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $1267369.90   | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    970000 | PA      | $888791.16    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    785000 | PA      | $786094.49    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    674000 | PA      | $664519.49    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $350503.41    | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $766153.17    | 0.00%             | 2027-06-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                                 | Sable International Finance Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2138009IE9A35LO5JS73       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $982578.57    | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1126286.12   | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                            | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $994207.63    | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7132000 | PA      | $4760389.50   | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K078, Class A2                      | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3580897.84   | 0.01%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF3G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48310 | PA      | $44574.07     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co., Series 8                                                                                     | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    380000 | PA      | $244126.96    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    630000 | PA      | $492965.74    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1405000 | PA      | $1234507.96   | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education, Inc.                                                   | Adtalem Global Education, Inc.                                                                                                | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407515.81    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                          | Leeward Renewable Energy Operations LLC                                                                                       | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    395000 | PA      | $345733.70    | 0.00%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48007 | PA      | $42806.97     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                 | Transocean, Inc.                                                                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    912000 | PA      | $889988.49    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   1441663 | PA      | $1429706.19   | 0.00%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp.                                             | Yale-New Haven Health Services Corp., Series 2020                                                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    329000 | PA      | $189788.43    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    690000 | PA      | $689382.65    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $346256.01    | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549274.51    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                       | Virgin Media Vendor Financing Notes IV DAC                                                                                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $483514.35    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $884716.23    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $575775.11    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58650.27     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $375256.47    | 0.00%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    641000 | PA      | $608263.19    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    415000 | PA      | $421100.21    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    965000 | PA      | $834462.34    | 0.00%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $681811.10    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    845000 | PA      | $857250.52    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    870000 | PA      | $777670.95    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1060000 | PA      | $1050879.81   | 0.00%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    420000 | PA      | $453510.32    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $483403.87    | 0.00%             | 2035-07-08      | Variable      | 3.65%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1774489.04   | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1095775.95   | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $880779.14    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $409280.26    | 0.00%             | 2028-05-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                            | Telenet Finance Luxembourg Notes SARL                                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $974668.47    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    824000 | PA      | $495056.24    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524127.24    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health, Inc.                                                   | Beth Israel Lahey Health, Inc., Series L                                                                                      | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    599000 | PA      | $373772.42    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance Delaware LP                                            | Great-West Lifeco Finance Delaware LP                                                                                         | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |    629000 | PA      | $499187.08    | 0.00%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1260000 | PA      | $1106327.52   | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    605000 | PA      | $647522.59    | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                   | Swiss Re Finance Luxembourg SA                                                                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    770000 | PA      | $756405.38    | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $596932.38    | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $456867.72    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2226000 | PA      | $1982140.49   | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $691626.38    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $367380.53    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $924922.59    | 0.00%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    550000 | PA      | $612150.57    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3397967 | PA      | $3114562.83   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $744023.12    | 0.00%             | 2028-04-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                                                    | Pershing Square Holdings Ltd.                                                                                                 | CUSIP: 71531QAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   1000000 | PA      | $888821.13    | 0.00%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    882000 | PA      | $879147.01    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    780000 | PA      | $775400.00    | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028693.69   | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    890000 | PA      | $861085.99    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    540000 | PA      | $496538.88    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |    600000 | PA      | $613230.57    | 0.00%             | 2027-05-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd.                                                   | Zhongsheng Group Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $588279.69    | 0.00%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2620000 | PA      | $2755592.47   | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040453<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10687000 | PA      | $10437334.26  | 0.03%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    553000 | PA      | $415210.94    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    427000 | PA      | $295731.22    | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2056912.02   | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79500000 | PA      | $73425703.13  | 0.22%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    438000 | PA      | $337611.07    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817245 | PA      | $763984.76    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   1000000 | PA      | $941667.99    | 0.00%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1263493.78   | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $641568.93    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                               | CSN Inova Ventures                                                                                                            | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1120432.35   | 0.00%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11609410 | PA      | $11442625.53  | 0.03%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    880000 | PA      | $865459.08    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21371 | PA      | $20864.76     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1392303.60   | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $945784.18    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3194769 | PA      | $3007824.98   | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $950104.88    | 0.00%             | 2029-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1012335.29   | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71505 | PA      | $67586.01     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VI Ltd.                                            | China Overseas Finance Cayman VI Ltd.                                                                                         | CUSIP: N/A<br>LEI: 3003000GRJQBQQJ25K03       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $645732.63    | 0.00%             | 2034-06-11      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 21 Ltd.                                               | CK Hutchison International 21 Ltd.                                                                                            | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $602944.01    | 0.00%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1797000 | PA      | $1736119.84   | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760186.36    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $644473.31    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    940000 | PA      | $953023.02    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    555000 | PA      | $444650.60    | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1494875.06   | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1292543.83   | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323721.32    | 0.00%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2200000 | PA      | $1399578.74   | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    885000 | PA      | $899578.20    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1967798.20   | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1070347.64   | 0.00%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series X                                                                                        | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    433000 | PA      | $427701.15    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6522000 | PA      | $6191566.46   | 0.02%             | 2040-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4223000 | PA      | $4288331.91   | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367054.34    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    880000 | PA      | $889401.51    | 0.00%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    395000 | PA      | $378310.88    | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53380 | PA      | $48869.34     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari TAS                                            | Eregli Demir ve Celik Fabrikalari TAS                                                                                         | CUSIP: N/A<br>LEI: 789000VYQF5IDGG49908       | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $1005619.88   | 0.00%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1103825.89   | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WJSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411779 | PA      | $376483.15    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1475000 | PA      | $1282321.62   | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569151.14    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    535000 | PA      | $540826.29    | 0.00%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    120000 | PA      | $48069.11     | 0.00%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BH6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    715000 | PA      | $725126.34    | 0.00%             | 2033-03-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | Michigan Strategic Fund, Series 2021A                                                                                         | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $37197.99     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1212527.04   | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14100000 | PA      | $11434218.75  | 0.03%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10291062 | PA      | $9109121.39   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    515000 | PA      | $439810.86    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1071888.12   | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    980000 | PA      | $922228.17    | 0.00%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25444.81     | 0.00%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAK4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1385000 | PA      | $1401782.49   | 0.00%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2592199.89   | 0.01%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts                          | Chicago Transit Authority Sales & Transfer Tax Receipts, Series 2008A                                                         | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210729 | PA      | $1344566.40   | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1439309.91   | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558139.85    | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2020B                                                                                          | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    238000 | PA      | $174010.72    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45120000 | PA      | $45609975.00  | 0.14%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1208099.01   | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $786788.72    | 0.00%             | 2033-04-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $1968922.09   | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1391510.20   | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5904709.77   | 0.02%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430357 | PA      | $394578.70    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    730000 | PA      | $632512.73    | 0.00%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    745000 | PA      | $774611.13    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2400000 | PA      | $2422209.60   | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    770000 | PA      | $647814.08    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    589000 | PA      | $417743.25    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $352906.82    | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |   1000000 | PA      | $733280.82    | 0.00%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                                                | International Game Technology plc                                                                                             | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $733128.62    | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268955.08    | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 30217G2E9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $396799.69    | 0.00%             | 2033-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TFI Overseas Investment Ltd.                                                     | TFI Overseas Investment Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 2549003GJ8G38UZMJ094       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $598869.03    | 0.00%             | 2026-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502331.25    | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2555421 | PA      | $2675578.45   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53920400 | PA      | $43077344.56  | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $353096.62    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co. Ltd.                                       | Trane Technologies Global Holding Co. Ltd.                                                                                    | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    946000 | PA      | $929735.12    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $921759.89    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1046266.14   | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    399000 | PA      | $399290.07    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2308634.73   | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                                                              | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $498580.86    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1028413.62   | 0.00%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1016354.46   | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2176407.78   | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                                                                      | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251317.24    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                                      | Ithaca Energy North Sea plc                                                                                                   | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $754835.48    | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $980472.54    | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    371000 | PA      | $305509.97    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133632000 | PA      | $135406800.00 | 0.41%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    540000 | PA      | $589242.54    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    495000 | PA      | $483342.85    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2255772.04   | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    830000 | PA      | $918665.59    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    638000 | PA      | $565983.86    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $832586.94    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258876.40    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704620.51    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $766330.44    | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                       | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |   1191172 | PA      | $1053724.30   | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Summa Health                                                                     | Summa Health                                                                                                                  | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    381000 | PA      | $277612.31    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    995000 | PA      | $693635.68    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    517000 | PA      | $514733.85    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    342439 | PA      | $320521.15    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    645000 | PA      | $625087.26    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1106368.02   | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419647.39    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4                                                              | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1313032.47   | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    347000 | PA      | $204922.11    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A1                                                                      | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $145460.26    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                                       | Lennox International, Inc.                                                                                                    | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    615000 | PA      | $631413.05    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A4                                                                 | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3505497.85   | 0.01%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    978000 | PA      | $803207.61    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696681.49    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   2265000 | PA      | $2177474.79   | 0.01%             | 2026-09-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    406000 | PA      | $319979.63    | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300153 | PA      | $1302892.58   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1335000 | PA      | $1328115.12   | 0.00%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                                       | ASGN, Inc.                                                                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    545000 | PA      | $518806.37    | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $1679639.55   | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195669.19    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | Salt River Project Agricultural Improvement & Power District, Series 2010A                                                    | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $941027.76    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    970000 | PA      | $891973.98    | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1085158.05   | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1185000 | PA      | $1230868.50   | 0.00%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    620000 | PA      | $543032.30    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    884000 | PA      | $942762.77    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1120000 | PA      | $1136722.17   | 0.00%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2630473.21   | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hysan MTN Ltd.                                                                   | Hysan MTN Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2549006HEQ2V3JUMNQ45       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $383002.35    | 0.00%             | 2027-06-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    655000 | PA      | $624777.82    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp., Series E                                                                                           | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    742000 | PA      | $621608.27    | 0.00%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    665000 | PA      | $620588.71    | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $455049.92    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $514083.83    | 0.00%             | 2045-06-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $180829.65    | 0.00%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                               | ZipRecruiter, Inc.                                                                                                            | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    569000 | PA      | $476697.19    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $762366.18    | 0.00%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    403000 | PA      | $346274.03    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25092000 | PA      | $22211493.60  | 0.07%             | 2055-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $665232.18    | 0.00%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $974596.46    | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    360000 | PA      | $335540.33    | 0.00%             | 2028-07-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2774276.35   | 0.01%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $942901.78    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724943.64    | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                         | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $586570.88    | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399636.82    | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $193512.64    | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9980768 | PA      | $10231203.00  | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16793695 | PA      | $15309400.41  | 0.05%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1058478.85   | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    580000 | PA      | $593382.03    | 0.00%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2023-1, Class C                                                                | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8530000 | PA      | $8555726.40   | 0.03%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1261732.77   | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    990000 | PA      | $848524.15    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    348000 | PA      | $232064.41    | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1258853.44   | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    905000 | PA      | $556428.91    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    441000 | PA      | $339185.20    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |   1730000 | PA      | $1731170.08   | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $571689.16    | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    435000 | PA      | $420643.07    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2493213 | PA      | $2289096.87   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1184187.72   | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    472000 | PA      | $415562.58    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                             | Central Parent, Inc.                                                                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $734888.48    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $981286.03    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    357000 | PA      | $325764.99    | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $2006816.31   | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $441267.23    | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1136544 | PA      | $1091595.93   | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $576455.88    | 0.00%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168933 | PA      | $163965.31    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1211554.96   | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    555000 | PA      | $363119.63    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1753632.95   | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2446299.28   | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3200000 | PA      | $3158423.70   | 0.01%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    605000 | PA      | $515355.82    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    685000 | PA      | $698823.42    | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    585000 | PA      | $572494.75    | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                          | Mavis Tire Express Services Topco Corp.                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $692306.87    | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1484986.49   | 0.00%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376364.88    | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3870000 | PA      | $3851843.80   | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    440000 | PA      | $454918.90    | 0.00%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    925000 | PA      | $811150.69    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1196659.85   | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    527000 | PA      | $467586.78    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    314000 | PA      | $197497.43    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    580000 | PA      | $565806.37    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp.                                                               | AHS Hospital Corp.                                                                                                            | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $320066.15    | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1216184.91   | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    610000 | PA      | $648800.85    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1250000 | PA      | $1157430.30   | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $1861927.96   | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707700.78    | 0.00%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $1762634.00   | 0.01%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $531610.77    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535471.93    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    976000 | PA      | $871725.47    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $463830.09    | 0.00%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $881615.18    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    880000 | PA      | $906762.05    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Korea Southern Power Co. Ltd.                                                    | Korea Southern Power Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 9884001B6VSIQS4ZY558       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202658.26    | 0.00%             | 2026-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    370000 | PA      | $296584.90    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNUV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5489604 | PA      | $4374495.18   | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278177.72    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1179373.33   | 0.00%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $799465.55    | 0.00%             | 2027-06-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Amaggi Luxembourg International SARL                                             | Amaggi Luxembourg International SARL                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    800000 | PA      | $777805.12    | 0.00%             | 2028-01-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    990000 | PA      | $853239.16    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3400000 | PA      | $3110383.06   | 0.01%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | JPMorgan Chase Bank NA                                                                                                        | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $2032123.95   | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    985000 | PA      | $1001241.51   | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $688391.80    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc.                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    710000 | PA      | $686059.87    | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    800000 | PA      | $806591.16    | 0.00%             | 2031-03-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $604422.52    | 0.00%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25639500 | PA      | $19445958.28  | 0.06%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                                        | Central Japan Railway Co.                                                                                                     | CUSIP: 153766AA8<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |    467000 | PA      | $384943.34    | 0.00%             | 2045-11-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479407.77    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    843000 | PA      | $929835.08    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $582612.43    | 0.00%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                                                | International Game Technology plc                                                                                             | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $730297.31    | 0.00%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    865000 | PA      | $689725.84    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482471.32    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    910000 | PA      | $928106.42    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    970000 | PA      | $998765.81    | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |   1400000 | PA      | $1384194.36   | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5JM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6845668 | PA      | $6263863.74   | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    643000 | PA      | $643653.15    | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1438290.32   | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                    | TerraForm Power Operating LLC                                                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    680000 | PA      | $662514.25    | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2010-5                                                                                              | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    628571 | PA      | $667136.28    | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270581.26    | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327315 | PA      | $301100.15    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    495000 | PA      | $498265.35    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2010B                                                                                       | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    525000 | PA      | $478941.66    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1091055.68   | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    623000 | PA      | $558889.52    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $753846.50    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vigorous Champion International Ltd.                                             | Vigorous Champion International Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $392073.29    | 0.00%             | 2029-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                           | Fiesta Purchaser, Inc.                                                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $534129.62    | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    485000 | PA      | $436836.53    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    755000 | PA      | $751228.35    | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    460000 | PA      | $319029.79    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | Sharp HealthCare, Series 20B                                                                                                  | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    400000 | PA      | $241391.00    | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of Communications Co. Ltd.                                                  | Bank of Communications Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $800150.60    | 0.00%             | 2027-08-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4176 | PA      | $4080.19      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    836000 | PA      | $825796.55    | 0.00%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2200000 | PA      | $1843099.03   | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    766000 | PA      | $734149.22    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    560000 | PA      | $562986.71    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BC6<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478559.46    | 0.00%             | 2052-08-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: N/A<br>LEI: 254900748HGC4RBR4O84       | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $779699.54    | 0.00%             | 2026-03-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    755000 | PA      | $657423.79    | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1082648.38   | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2435000 | PA      | $2409696.13   | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $913370.83    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5415436 | PA      | $4958899.53   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    765000 | PA      | $797540.29    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    575000 | PA      | $591017.90    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326971.31    | 0.00%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3810504 | PA      | $3487129.16   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    694000 | PA      | $677959.66    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $1042068.84   | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289192.01    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274712.14    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    372000 | PA      | $301365.43    | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $173079.28    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1124184.30   | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series D-2                                                                                 | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $240684.43    | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    588000 | PA      | $513077.84    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    540000 | PA      | $547817.55    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $943527.13    | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47650000 | PA      | $46574152.34  | 0.14%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4184681 | PA      | $4254486.40   | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    508000 | PA      | $498384.77    | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $472142.47    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1881428.50   | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $444381.30    | 0.00%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11580319 | PA      | $11338948.24  | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristow Group, Inc.                                                              | Bristow Group, Inc.                                                                                                           | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    422000 | PA      | $410065.87    | 0.00%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    894000 | PA      | $806359.65    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate, Inc.                                                  | BCPE Ulysses Intermediate, Inc.                                                                                               | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $451163.68    | 0.00%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8W78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1932160 | PA      | $1694458.94   | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4627752.56   | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp., Series 2019                                                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    407000 | PA      | $299032.34    | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $415481.14    | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD5, Class A4                                                                                  | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1244897.81   | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649703.76    | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd.                                                                 | Emaar Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300NZHOOO6634T541       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $373487.31    | 0.00%             | 2031-07-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1152899.29   | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $609117.00    | 0.00%             | 2029-01-31      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85348 | PA      | $82842.40     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    600000 | PA      | $525574.75    | 0.00%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $810256.98    | 0.00%             | 2034-10-05      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                                   | Parkland Corp.                                                                                                                | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495811.72    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $486496.15    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1169459.67   | 0.00%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1141000 | PA      | $1306510.18   | 0.00%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2024-2A, Class D                                                                  | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2029828.51   | 0.01%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64567000 | PA      | $53469546.88  | 0.16%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383071.07    | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    985000 | PA      | $994035.74    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp.                                                                                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    635000 | PA      | $645441.33    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd.                                                      | Petronas Energy Canada Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |    400000 | PA      | $374594.04    | 0.00%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | Texas Department of Transportation State Highway Fund, Series 2010                                                            | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1139357.02   | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $1958208.51   | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    395000 | PA      | $406146.06    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422482.90    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2023                            | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1235188.16   | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    705000 | PA      | $717637.73    | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275420.96    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1231176.75   | 0.00%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1017765.99   | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |   1200000 | PA      | $1197513.37   | 0.00%             | 2026-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $472113.03    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1009178.21   | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32318937 | PA      | $27543625.58  | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   2400000 | PA      | $2383637.23   | 0.01%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1196228.37   | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    440000 | PA      | $381172.79    | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    377040 | PA      | $377151.99    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561843.05    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100520 | PA      | $92293.80     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |   2100000 | PA      | $1864908.08   | 0.01%             | 2030-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    430000 | PA      | $380671.07    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    615000 | PA      | $600400.80    | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1592098 | PA      | $1452381.46   | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    845000 | PA      | $864116.80    | 0.00%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525803.36    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1215586.02   | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    625000 | PA      | $548338.11    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1355000 | PA      | $1049719.36   | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    465000 | PA      | $394629.81    | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1030000 | PA      | $970290.97    | 0.00%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520568.76    | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    459000 | PA      | $340635.85    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    412000 | PA      | $339436.13    | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |   1200000 | PA      | $1057128.61   | 0.00%             | 2036-09-23      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    605000 | PA      | $599284.37    | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series D                                                                           | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482253.01    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1437415.63   | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1599568 | PA      | $1458971.97   | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1075136.66   | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    765000 | PA      | $770483.57    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    943000 | PA      | $927566.76    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1363604.07   | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    320000 | PA      | $237172.29    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3872141 | PA      | $3998943.87   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co., Series USD                                                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $695137.79    | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    745000 | PA      | $592911.33    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1050265.98   | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1311840.90   | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    396000 | PA      | $327728.24    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2780559.41   | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $852938.14    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AmBank M Bhd.                                                                    | AmBank M Bhd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300DAPZWBBF0Y6447       | Long             | DBT              | CORP              | MY        |    200000 | PA      | $204729.51    | 0.00%             | 2030-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1097845.58   | 0.00%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    790000 | PA      | $760323.69    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53324000 | PA      | $53898899.38  | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    415000 | PA      | $394812.81    | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473181.99    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    780000 | PA      | $776419.27    | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    725000 | PA      | $446588.81    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2Q8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   4135000 | PA      | $4225857.48   | 0.01%             | 2029-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1273703.85   | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1873533.81   | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1879765.46   | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                                | Barings BDC, Inc.                                                                                                             | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251041.84    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $794905.82    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6685575 | PA      | $6961863.70   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128478 | PA      | $118347.66    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    612000 | PA      | $632300.28    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $962755.41    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5069588 | PA      | $5283613.38   | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1102366.72   | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    890000 | PA      | $610644.90    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    766000 | PA      | $536378.66    | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                            | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037325.14   | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800570.83    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482833.22    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4495353 | PA      | $4542158.47   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1650760.59   | 0.00%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290839.64    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | State Street Bank & Trust Co.                                                                                                 | CUSIP: 857449AC6<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504414.33    | 0.00%             | 2026-11-25      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    775000 | PA      | $762390.12    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $495780.45    | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1170000 | PA      | $740354.77    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    615500 | PA      | $418360.19    | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1267166.87   | 0.00%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27604000 | PA      | $28548574.38  | 0.09%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1135650.77   | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    662000 | PA      | $624683.61    | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460499.33    | 0.00%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMQY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20338771 | PA      | $18551624.64  | 0.06%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2041646.82   | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $2889815.56   | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1118000 | PA      | $1117870.84   | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  39156000 | PA      | $37476533.38  | 0.11%             | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    585000 | PA      | $501227.31    | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1033686.42   | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   1150000 | PA      | $1177468.40   | 0.00%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1691112.53   | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    435000 | PA      | $253097.59    | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                             | Pentair Finance SARL                                                                                                          | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    725000 | PA      | $714956.80    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1320095.58   | 0.00%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2701780.09   | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BN3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1280799.88   | 0.00%             | 2033-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    885000 | PA      | $872269.45    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $458182.87    | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                                         | Empire Communities Corp.                                                                                                      | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $472976.45    | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374640 | PA      | $345360.82    | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    685000 | PA      | $691214.34    | 0.00%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | Mondelez International Holdings Netherlands BV                                                                                | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    343000 | PA      | $328488.62    | 0.00%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1729750.55   | 0.01%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    390000 | PA      | $359306.95    | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-2                                                                                         | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2168212.26   | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2832624.37   | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2931000 | PA      | $2852863.87   | 0.01%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    535000 | PA      | $536929.00    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Link Finance Cayman 2009 Ltd. (The)                                              | Link Finance Cayman 2009 Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900J10LHB6JOSNR19       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $589736.78    | 0.00%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    835000 | PA      | $959941.57    | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116627 | PA      | $113843.23    | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2F3<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600589.17    | 0.00%             | 2031-09-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $793013.32    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293989.68    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1882532.83   | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2S7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436752.89    | 0.00%             | 2028-04-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    560000 | PA      | $568774.08    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158084 | PA      | $149764.35    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161354.07    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $347721.05    | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809887 | PA      | $778602.32    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $605442.96    | 0.00%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032450<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1526000 | PA      | $1470068.33   | 0.00%             | 2040-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDJ6<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   4550000 | PA      | $4583547.41   | 0.01%             | 2028-01-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1264170.21   | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    725000 | PA      | $741171.74    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAJ9<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $410288.81    | 0.00%             | 2053-01-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482821.55    | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    560000 | PA      | $565165.16    | 0.00%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    815000 | PA      | $864317.59    | 0.00%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-4                                                                                | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4311525.41   | 0.01%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust, Series 2023-4, Class A1A                                                                                | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5060000 | PA      | $5108115.51   | 0.02%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    610000 | PA      | $643655.27    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    680000 | PA      | $597021.57    | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415653.49    | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2033                                                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    520000 | PA      | $499740.61    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    590000 | PA      | $516671.04    | 0.00%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $183202.11    | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                              | Simmons Foods, Inc.                                                                                                           | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $799038.07    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    357000 | PA      | $353905.91    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9670486 | PA      | $8244605.73   | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $393636.30    | 0.00%             | 2027-11-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    307000 | PA      | $322710.24    | 0.00%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8148104 | PA      | $7100561.87   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                       | Pike Corp.                                                                                                                    | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    695000 | PA      | $683689.43    | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1125000 | PA      | $962472.45    | 0.00%             | 2051-01-21      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    918000 | PA      | $793569.57    | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    370000 | PA      | $310440.09    | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 4                                             | Saudi Electricity Global Sukuk Co. 4                                                                                          | CUSIP: N/A<br>LEI: 549300KSEZC1HOYC2778       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1002198.22   | 0.00%             | 2028-09-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  92990760 | PA      | $73811478.13  | 0.22%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    535000 | PA      | $539391.07    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    745000 | PA      | $686952.64    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series 2023A-2                                                                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1341735.50   | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1115000 | PA      | $1090687.18   | 0.00%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1247386.73   | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    790000 | PA      | $763344.32    | 0.00%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    490000 | PA      | $330914.55    | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -15000000 | PA      | $-12234232.50 | -0.04%            | 2055-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43400000 | PA      | $40036500.00  | 0.12%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587851.63    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    785000 | PA      | $854295.11    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $412522.95    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726742.89    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581725.03    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3260000 | PA      | $2824376.32   | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1216030.75   | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73469 | PA      | $69602.90     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    830000 | PA      | $748250.55    | 0.00%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp.                                                     | United States Cellular Corp.                                                                                                  | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    539000 | PA      | $583433.02    | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $271589.73    | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557867.94    | 0.00%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653708.60    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    630000 | PA      | $618122.99    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    650000 | PA      | $849780.09    | 0.00%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $757380.56    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  48796000 | PA      | $46661190.13  | 0.14%             | 2055-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    615000 | PA      | $642407.72    | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693416.02    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    726000 | PA      | $632262.56    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    970000 | PA      | $866234.76    | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                                              | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    215000 | PA      | $246494.92    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200307.77    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2124540 | PA      | $2161332.08   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    855000 | PA      | $801139.58    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    479000 | PA      | $504540.76    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374191.54    | 0.00%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2974705 | PA      | $2476716.13   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    786000 | PA      | $663511.28    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21875647 | PA      | $18521306.80  | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fairfax India Holdings Corp.                                                     | Fairfax India Holdings Corp.                                                                                                  | CUSIP: N/A<br>LEI: 549300K2JHXU7AX7CV78       | Long             | DBT              | CORP              | CA        |    500000 | PA      | $466476.75    | 0.00%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2022A                                                                         | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1073718.84   | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1181709.51   | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                                | Chevron Phillips Chemical Co. LLC                                                                                             | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $778264.90    | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                   | TGNR Intermediate Holdings LLC                                                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    670000 | PA      | $614844.85    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    345000 | PA      | $362842.35    | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    820000 | PA      | $822490.56    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | Children's Health System of Texas                                                                                             | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    424000 | PA      | $246682.82    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. X LLC                                                      | KKR Group Finance Co. X LLC                                                                                                   | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $514352.70    | 0.00%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1923022.28   | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4168081 | PA      | $4218705.37   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAU4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293949.70    | 0.00%             | 2057-09-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    780000 | PA      | $498399.01    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    696000 | PA      | $687738.80    | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    490000 | PA      | $338754.59    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477259.76    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3577000 | PA      | $3552369.74   | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283993.21    | 0.00%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $806762.63    | 0.00%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Cosan Luxembourg SA                                                              | Cosan Luxembourg SA                                                                                                           | CUSIP: N/A<br>LEI: 222100ZY943WERK7RZ38       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $195917.87    | 0.00%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1348773.62   | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                         | Enel Finance America LLC                                                                                                      | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    970000 | PA      | $648931.50    | 0.00%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                                                                        | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    540000 | PA      | $581417.01    | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                              | Prairie Acquiror LP                                                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413168.42    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   2195322 | PA      | $1527990.06   | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10622646 | PA      | $10880931.40  | 0.03%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    565000 | PA      | $559184.26    | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602787.21    | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                                                              | ACI Worldwide, Inc.                                                                                                           | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393388.22    | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    945000 | PA      | $959163.04    | 0.00%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                            | Miter Brands Acquisition Holdco, Inc.                                                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689000 | PA      | $686707.13    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2339366.69   | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    386000 | PA      | $256078.28    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    985000 | PA      | $1000202.99   | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    519000 | PA      | $460709.73    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2H4<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $545082.24    | 0.00%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    590000 | PA      | $603005.47    | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1483610.65   | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2974838.82   | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    415000 | PA      | $328941.93    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                              | Stagwell Global LLC                                                                                                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $993811.45    | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    726000 | PA      | $649452.81    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings, Inc.                                                       | BAE Systems Holdings, Inc.                                                                                                    | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    516000 | PA      | $455558.15    | 0.00%             | 2044-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $601825.66    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256993.39    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2515000 | PA      | $2608222.26   | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                | OneSky Flight LLC                                                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554584.36    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    731000 | PA      | $598391.67    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    590000 | PA      | $612376.95    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    495000 | PA      | $486019.52    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                             | Pebblebrook Hotel LP                                                                                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $377152.38    | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    660000 | PA      | $634162.20    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Papua New Guinea Government International Bond                                   | Papua New Guinea Government International Bond                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PG        |    480000 | PA      | $467477.02    | 0.00%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $168417.37    | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $918459.16    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $600497.35    | 0.00%             | 2026-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1356137.47   | 0.00%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund  (The)                                                          | Arab Energy Fund  (The)                                                                                                       | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | US        |    655000 | PA      | $675341.85    | 0.00%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    708000 | PA      | $803876.02    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1069863.72   | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAG2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $404906.18    | 0.00%             | 2029-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $807795.71    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $232572.12    | 0.00%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1030685.10   | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Virgin Media Finance plc                                                         | Virgin Media Finance plc                                                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $797224.11    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    515000 | PA      | $481791.60    | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $844012.60    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    461000 | PA      | $310353.62    | 0.00%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186261.15    | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1260000 | PA      | $1279555.04   | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1058889.77   | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    807000 | PA      | $665317.01    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAG6<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $413702.73    | 0.00%             | 2029-04-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $850847.37    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    861000 | PA      | $615953.94    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    780000 | PA      | $707635.25    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    955000 | PA      | $971322.89    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    805000 | PA      | $740769.02    | 0.00%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M1, Class A2                                      | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637265 | PA      | $622029.94    | 0.00%             | 2027-12-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                                    | Garrett Motion Holdings, Inc.                                                                                                 | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $793047.56    | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478510.56    | 0.00%             | 2028-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAQ2<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $385261.68    | 0.00%             | 2026-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    819000 | PA      | $541110.57    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8066 | PA      | $7429.56      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $348187.66    | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417847.40    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96597.09     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    570000 | PA      | $480656.44    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                        | WEX, Inc.                                                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243210.53    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg SARL                                                             | Rumo Luxembourg SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100HOIQFT7YOSPB46       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $525052.97    | 0.00%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1800000 | PA      | $1882281.79   | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    797000 | PA      | $678237.36    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1076204.38   | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    285000 | PA      | $260388.38    | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $740941.35    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    695000 | PA      | $691809.48    | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1242707.96   | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326996.70    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1384896 | PA      | $1118559.77   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                       | Graham Packaging Co., Inc.                                                                                                    | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    514000 | PA      | $502126.99    | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    510000 | PA      | $462984.30    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Land O'Lakes Capital Trust I                                                     | Land O'Lakes Capital Trust I                                                                                                  | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214800 | PA      | $213364.10    | 0.00%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1724427.35   | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   2050000 | PA      | $2031751.30   | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $516084.75    | 0.00%             | 2047-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                                     | Dun & Bradstreet Corp. (The)                                                                                                  | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    463000 | PA      | $462414.05    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western & Southern Financial Group, Inc.                                         | Western & Southern Financial Group, Inc.                                                                                      | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |    615000 | PA      | $636533.38    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    865000 | PA      | $878630.67    | 0.00%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $592556.46    | 0.00%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $497147.02    | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    401710 | PA      | $387080.81    | 0.00%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459276.41    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICBCIL Finance Co. Ltd.                                                          | ICBCIL Finance Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300ZCUURSNVTOEU07       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $582369.98    | 0.00%             | 2026-11-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $656452.79    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    455000 | PA      | $472342.33    | 0.00%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-3                                                                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    775000 | PA      | $882317.74    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: —       |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    775000 | PA      | $754861.46    | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1936656.46   | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $672565.38    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5126154 | PA      | $5142251.34   | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    894082 | PA      | $914465.98    | 0.00%             | 2054-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARB BondCo plc                                                                  | MARB BondCo plc                                                                                                               | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $862380.23    | 0.00%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1200000 | PA      | $1050667.87   | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    810000 | PA      | $692852.29    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    720000 | PA      | $738373.20    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAG7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $854638.09    | 0.00%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    390000 | PA      | $443645.73    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1098548.42   | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1096326.09   | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1243725.02   | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                                                           | CUSIP: 13063EGT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $355575.00    | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    522000 | PA      | $514363.06    | 0.00%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1479787 | PA      | $1257982.05   | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $642043.67    | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    823000 | PA      | $882485.77    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    629000 | PA      | $618093.32    | 0.00%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $960285.04    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395084.11    | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1012925.90   | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $611134.73    | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464782.60    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1625000 | PA      | $1642897.92   | 0.00%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $375219.45    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1606835.85   | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Empresa de Transmision Electrica SA                                              | Empresa de Transmision Electrica SA                                                                                           | CUSIP: N/A<br>LEI: 254900RX1DOMC83TZ320       | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $293597.95    | 0.00%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1012167.03   | 0.00%             | 2029-03-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1192735.16   | 0.00%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83889.91     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    725000 | PA      | $684941.31    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    430000 | PA      | $412409.66    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2444382.82   | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    705000 | PA      | $681715.10    | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1270000 | PA      | $1113805.86   | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $552193.71    | 0.00%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW Finance DAC                                                                                                           | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $592241.87    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5062000 | PA      | $3585619.40   | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2125000 | PA      | $1961646.91   | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46650000 | PA      | $45290589.84  | 0.14%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1600000 | PA      | $1518451.50   | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    690000 | PA      | $671020.36    | 0.00%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    815000 | PA      | $820433.49    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1099292.37   | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6000521 | PA      | $4523882.92   | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1600000 | PA      | $1610082.76   | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644212.89    | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8888225 | PA      | $8045915.55   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    875000 | PA      | $790297.81    | 0.00%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1199000 | PA      | $1163579.83   | 0.00%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | Mid-Atlantic Interstate Transmission LLC                                                                                      | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $682169.81    | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1646459.70   | 0.00%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328906.51    | 0.00%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1317381.71   | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    459000 | PA      | $446150.31    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $1794123.06   | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    518000 | PA      | $570791.37    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6TY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11491840 | PA      | $10441086.10  | 0.03%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2X7<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2494081.82   | 0.01%             | 2026-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104154000 | PA      | $104109246.33 | 0.31%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $151427.00    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70478 | PA      | $64433.43     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867118.19    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                           | Fortress Transportation & Infrastructure Investors LLC                                                                        | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $993365.49    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $617712.32    | 0.00%             | 2029-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    925000 | PA      | $916398.24    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449189.44    | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313097.18    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197124.44    | 0.00%             | 2029-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $908656.92    | 0.00%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2415000 | PA      | $2217492.39   | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    640000 | PA      | $656566.83    | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $606790.67    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $278679.40    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2608278.30   | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Prospect Capital Corp.                                                           | Prospect Capital Corp.                                                                                                        | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    440000 | PA      | $384691.56    | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                                                        | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    780000 | PA      | $840759.07    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443942.74    | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp.                                                                   | Wachovia Corp.                                                                                                                | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $290461.58    | 0.00%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2272120.52   | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    480000 | PA      | $446519.73    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1127401.05   | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Guoren Property & Casualty Insurance Co. Ltd.                                    | Guoren Property & Casualty Insurance Co. Ltd.                                                                                 | CUSIP: N/A<br>LEI: 300300F1001211000064       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $584140.97    | 0.00%             | 2026-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | Danone SA                                                                                                                     | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   1645000 | PA      | $1613675.67   | 0.00%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7091 | PA      | $6735.16      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332879.63    | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | Ohio Turnpike & Infrastructure Commission, Series 2020A                                                                       | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $117011.32    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1000022.48   | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $305504.41    | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    471000 | PA      | $375418.56    | 0.00%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $466741.14    | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    520000 | PA      | $518325.58    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1170000 | PA      | $1133686.60   | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $964635.97    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357479 | PA      | $348946.85    | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Janus Henderson US Holdings, Inc.                                                | Janus Henderson US Holdings, Inc., Series WI*                                                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224373.19    | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487542.42    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    648000 | PA      | $651098.02    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    830000 | PA      | $839667.82    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    771000 | PA      | $760263.84    | 0.00%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    588000 | PA      | $446766.39    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1235423.36   | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464006.37    | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $667880.94    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                          | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    135000 | PA      | $137693.96    | 0.00%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1005000 | PA      | $1031310.02   | 0.00%             | 2027-10-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1301309.25   | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $473304.75    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2225000 | PA      | $2349900.38   | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1363466.01   | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2798926.86   | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288751.38    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    680000 | PA      | $642469.18    | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386833.70    | 0.00%             | 2027-03-02      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    898000 | PA      | $757639.15    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of San Antonio                                                              | City of San Antonio Electric & Gas Systems, Series 2009C                                                                      | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053559.42   | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     30660 | PA      | $28261.43     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp.                                                                   | Wachovia Corp.                                                                                                                | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1128009.17   | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $771862.30    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                        | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $405928.79    | 0.00%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    690000 | PA      | $637988.79    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $455602.49    | 0.00%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                       | Planet Financial Group LLC                                                                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $483031.44    | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $1592108.46   | 0.00%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3                                                                 | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1090803.47   | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2022-C, Class A4                                                                         | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2486000 | PA      | $2489329.01   | 0.01%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $468381.93    | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    620000 | PA      | $621832.16    | 0.00%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142061 | PA      | $134585.06    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10738669 | PA      | $10770478.39  | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    305000 | PA      | $248084.06    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636316.19    | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    725000 | PA      | $732911.32    | 0.00%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                                                                    | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    855000 | PA      | $814675.67    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    763000 | PA      | $578763.95    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                | LSEG US Fin Corp.                                                                                                             | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717397.95    | 0.00%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    352000 | PA      | $318974.80    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194434.87    | 0.00%             | 2029-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2013                                                                                                      | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    260000 | PA      | $206369.23    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQZ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1265892 | PA      | $1246378.90   | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co., Series C                                                                                                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    371000 | PA      | $353452.37    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    760000 | PA      | $666715.03    | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    835000 | PA      | $616511.82    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1680000 | PA      | $1634673.59   | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $674804.58    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    890000 | PA      | $793589.66    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2498622.36   | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | Iberdrola International BV                                                                                                    | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    437000 | PA      | $490738.71    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                                 | Cooper-Standard Automotive, Inc.                                                                                              | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    399845 | PA      | $326139.84    | 0.00%             | 2027-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $602575.88    | 0.00%             | 2029-07-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8LY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312007 | PA      | $289306.23    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $279361.86    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3708300.32   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    285000 | PA      | $301852.74    | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2020B                                                                                     | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $449890.57    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532996.66    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1235000 | PA      | $1240840.65   | 0.00%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    758000 | PA      | $413472.41    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15644301 | PA      | $12417674.06  | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    420000 | PA      | $357670.91    | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350818.19    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3696618 | PA      | $3150592.28   | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    915000 | PA      | $838368.24    | 0.00%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    867000 | PA      | $857618.68    | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 335800F2JHSOGXQEBY56       | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $588911.46    | 0.00%             | 2027-12-13      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    761000 | PA      | $718044.20    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $15956660.16  | 0.05%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $137395.01    | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    801000 | PA      | $699096.66    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    455000 | PA      | $256987.17    | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    508000 | PA      | $439226.07    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398240 | PA      | $383106.73    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | Shire Acquisitions Investments Ireland DAC                                                                                    | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    541000 | PA      | $532876.45    | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43151000 | PA      | $23004876.88  | 0.07%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    698000 | PA      | $644954.31    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LTL5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252723.33    | 0.00%             | 2029-06-21      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    801000 | PA      | $691061.78    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    840000 | PA      | $790714.50    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152531.10    | 0.00%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340501.79    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-1512, Class A2                    | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910000 | PA      | $850083.03    | 0.00%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class C                                                                               | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $423741.79    | 0.00%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                         | Specialty Building Products Holdings LLC                                                                                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $521930.91    | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    385000 | PA      | $336970.11    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1302140.08   | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312694.17    | 0.00%             | 2026-08-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $897066.64    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $403683.71    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    321000 | PA      | $281719.94    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class A4                                                              | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4231000 | PA      | $3713378.63   | 0.01%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6022558 | PA      | $6037503.65   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1025422.46   | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    763000 | PA      | $613821.27    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1790387.88   | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704196.31    | 0.00%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                             | CP Atlas Buyer, Inc.                                                                                                          | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    530000 | PA      | $437843.34    | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2H6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1458000 | PA      | $1473669.63   | 0.00%             | 2030-01-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1184419.07   | 0.00%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $31979062.50  | 0.10%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                   | Brookfield Capital Finance LLC                                                                                                | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $576400.23    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   1060000 | PA      | $1094745.59   | 0.00%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $616474.15    | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $785642.02    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4635248 | PA      | $3710238.27   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    543000 | PA      | $512054.26    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4298335.60   | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    495000 | PA      | $511754.25    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $422829.29    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    730000 | PA      | $670650.85    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $786270.41    | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A4                                                              | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $799682.01    | 0.00%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1169227.64   | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14569921.88  | 0.04%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141735 | PA      | $138366.77    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1090928.26   | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2020                                                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    498000 | PA      | $292841.00    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $138469.26    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    832000 | PA      | $815370.30    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | Howard University, Series 22A                                                                                                 | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140980.90    | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1005000 | PA      | $1026212.07   | 0.00%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                              | Roller Bearing Co. of America, Inc.                                                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    505000 | PA      | $479452.86    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Telecom Co.                                                                | Saudi Telecom Co.                                                                                                             | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | DBT              | CORP              | SA        |   1200000 | PA      | $1168941.04   | 0.00%             | 2029-05-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 21-B                                                                                               | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $265177.92    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    275000 | PA      | $219260.68    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $778178.20    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State Grid Europe Development 2014 plc                                           | State Grid Europe Development 2014 plc                                                                                        | CUSIP: N/A<br>LEI: 529900B2DHSUP1S0V619       | Long             | DBT              | CORP              | GB        |    700000 | PA      | $690435.67    | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1310058.02   | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $507303.89    | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4218000 | PA      | $4157976.47   | 0.01%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A1                                                                      | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $293941.30    | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497984.69    | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope, Series 2013                                                                                                     | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278202.98    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                       | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   4021000 | PA      | $3888794.00   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                        | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $734101.62    | 0.00%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    535000 | PA      | $506673.48    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1463093 | PA      | $1176127.09   | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231998 | PA      | $218764.38    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    333000 | PA      | $338075.05    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1002776.82   | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    385000 | PA      | $368242.13    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3397293.84   | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co. (The)                                                          | East Ohio Gas Co. (The)                                                                                                       | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1235970.65   | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                                              | LSEGA Financing plc                                                                                                           | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    624000 | PA      | $553471.04    | 0.00%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14730 | PA      | $13954.33     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $811778.79    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    740000 | PA      | $703128.84    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-1512, Class A3                    | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    720000 | PA      | $642238.16    | 0.00%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1767927.04   | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1046674.46   | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $324514.35    | 0.00%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    718000 | PA      | $635052.39    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    670000 | PA      | $611181.45    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Matthews International Corp.                                                     | Matthews International Corp.                                                                                                  | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316122.15    | 0.00%             | 2027-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                         | CUSIP: 80622GAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1365000 | PA      | $1352590.80   | 0.00%             | 2030-05-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2374734.10   | 0.01%             | 2026-06-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307ULW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11856 | PA      | $11642.44     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1072158.79   | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBA0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    705000 | PA      | $655222.09    | 0.00%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    612000 | PA      | $608434.92    | 0.00%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1205000 | PA      | $713347.40    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    647000 | PA      | $482136.90    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                            | Walker & Dunlop, Inc.                                                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127128.75    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    985000 | PA      | $527391.70    | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR11, Class A3                                                                                            | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5260209.54   | 0.02%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   4300000 | PA      | $4345364.70   | 0.01%             | 2028-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    735000 | PA      | $733209.18    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    322000 | PA      | $247292.29    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $890492.60    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $1208679.96   | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    685000 | PA      | $698927.22    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $439936.55    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $289834.31    | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1013136.85   | 0.00%             | 2030-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| British Airways Pass-Through Trust                                               | British Airways Pass-Through Trust, Series 2021-1, Class A                                                                    | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382952 | PA      | $334502.29    | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    120000 | PA      | $121549.67    | 0.00%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    655000 | PA      | $593288.56    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1292865.68   | 0.00%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4060567 | PA      | $4169048.70   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    858000 | PA      | $813065.07    | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618906.75    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    660000 | PA      | $672805.87    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $633088.38    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199552 | PA      | $188587.24    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1600000 | PA      | $1623795.04   | 0.00%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    448000 | PA      | $490857.40    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1850000 | PA      | $1788138.63   | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                             | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    545000 | PA      | $536759.52    | 0.00%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 127                                                                                           | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    439000 | PA      | $289560.53    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    755000 | PA      | $748945.91    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2021BJ                                                                                       | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1305000 | PA      | $831230.95    | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    670000 | PA      | $707307.41    | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 00216LAD5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    505000 | PA      | $486472.17    | 0.00%             | 2026-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Turning Point Brands, Inc.                                                       | Turning Point Brands, Inc.                                                                                                    | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135083.05    | 0.00%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1236091.50   | 0.00%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Motion Finco SARL                                                                | Motion Finco SARL                                                                                                             | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $383701.52    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    642000 | PA      | $498454.61    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                           | Global Net Lease, Inc.                                                                                                        | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $460952.46    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1028136.00   | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L8T31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150364 | PA      | $138232.57    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    632000 | PA      | $677645.60    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp.                                                            | SSM Health Care Corp., Series A                                                                                               | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322072.81    | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10833404 | PA      | $8838803.28   | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2091630.11   | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    921000 | PA      | $913199.22    | 0.00%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                               | StoneX Group, Inc.                                                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    540000 | PA      | $562130.18    | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1351280.16   | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4136137 | PA      | $4164397.65   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $2978081.95   | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    865000 | PA      | $786117.87    | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1054047.87   | 0.00%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPI CG, Inc.                                                                     | CPI CG, Inc.                                                                                                                  | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    290000 | PA      | $311133.54    | 0.00%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | Willis-Knighton Medical Center, Series 2018                                                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $326044.73    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3017297 | PA      | $2425605.71   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175388.00    | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009004.80   | 0.00%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    645000 | PA      | $592313.30    | 0.00%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    985000 | PA      | $882274.34    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1335546.81   | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7011835 | PA      | $6554988.15   | 0.02%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP                                                  | Provident Funding Associates LP                                                                                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $421171.78    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    383000 | PA      | $356737.28    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1197674.08   | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183552.92   | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    697000 | PA      | $688734.55    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    637000 | PA      | $627957.98    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                   | JELD-WEN, Inc.                                                                                                                | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    395000 | PA      | $364542.01    | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $575991.15    | 0.00%             | 2037-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19166840 | PA      | $17482669.96  | 0.05%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332242.52    | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3960215 | PA      | $3960575.23   | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $866959.08    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    650000 | PA      | $587619.79    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                         | Azul Secured Finance LLP                                                                                                      | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067642 | PA      | $641091.71    | 0.00%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1400699.22   | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    785000 | PA      | $800306.59    | 0.00%             | 2034-09-18      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cathaylife Singapore Pte. Ltd.                                                   | Cathaylife Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900XS5E0JG85JTY26       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $622115.26    | 0.00%             | 2034-07-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304124.17    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                | 180 Medical, Inc.                                                                                                             | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    502000 | PA      | $469486.63    | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72586 | PA      | $72930.22     | 0.00%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    925000 | PA      | $889279.72    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $791229.97    | 0.00%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    816000 | PA      | $647876.73    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419869.28    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47344700 | PA      | $33163482.83  | 0.10%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1431236.38   | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203673.01    | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465409.34    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                                                               | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    310000 | PA      | $313797.62    | 0.00%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634493.19    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1233574.39   | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1285096.41   | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    550000 | PA      | $423444.19    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8021 | PA      | $7598.63      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $625594.74    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    524000 | PA      | $447842.41    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    735000 | PA      | $746192.65    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    892000 | PA      | $549692.12    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189382.88    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Polar Tankers, Inc.                                                              | Polar Tankers, Inc.                                                                                                           | CUSIP: 73102QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737054 | PA      | $756662.61    | 0.00%             | 2037-05-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    719000 | PA      | $710664.13    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181277 | PA      | $161113.10    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    798000 | PA      | $656654.76    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 05-E                                                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    365000 | PA      | $333608.06    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $134145.22    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1048652.88   | 0.00%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Incheon International Airport Corp.                                              | Incheon International Airport Corp.                                                                                           | CUSIP: N/A<br>LEI: 9884003RVIY5SVDZFM51       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194051.52    | 0.00%             | 2026-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1800000 | PA      | $1341469.31   | 0.00%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    572000 | PA      | $516624.51    | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $946979.76    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    640000 | PA      | $418904.91    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                | Algonquin Power & Utilities Corp.                                                                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $181197.19    | 0.00%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45100000 | PA      | $42034609.38  | 0.13%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                               | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    595000 | PA      | $602612.03    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1800000 | PA      | $1887033.21   | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    495000 | PA      | $415017.10    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $397654.04    | 0.00%             | 2026-06-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                                                              | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |    100010 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1405000 | PA      | $1371736.24   | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1400000 | PA      | $1162277.95   | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    405000 | PA      | $317496.19    | 0.00%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1000906.25   | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3032 | PA      | $2872.58      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1535396.94   | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1020832.06   | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7321305 | PA      | $7484004.75   | 0.02%             | 2055-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $611930.60    | 0.00%             | 2032-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    610000 | PA      | $633876.24    | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1555601.27   | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1175000 | PA      | $1173833.39   | 0.00%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System, Series 2019                                                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    441000 | PA      | $334189.64    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47793200 | PA      | $35874770.75  | 0.11%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    890000 | PA      | $886815.45    | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60349000 | PA      | $60688463.13  | 0.18%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 153872902 | PA      | $123333121.22 | 0.37%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                 | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1026055.40   | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1536461.30   | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $578938.12    | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tullow Oil plc                                                                   | Tullow Oil plc                                                                                                                | CUSIP: N/A<br>LEI: 2138003EYHWO75RKS857       | Long             | DBT              | CORP              | GB        |   1303000 | PA      | $1024262.29   | 0.00%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    185000 | PA      | $156757.99    | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  10600000 | PA      | $6539977.32   | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175097 | PA      | $165556.87    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1621866.92   | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    369000 | PA      | $411345.04    | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | Province of Manitoba                                                                                                          | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1800000 | PA      | $1843324.87   | 0.01%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    710000 | PA      | $677695.54    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    975000 | PA      | $977703.61    | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series A                                                                                      | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $983419.76    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    942000 | PA      | $833090.66    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    930000 | PA      | $730720.83    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8003930 | PA      | $7769130.27   | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    398000 | PA      | $419051.62    | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601247.40    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300631.12    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64879.83     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    435000 | PA      | $333910.12    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1037990.52   | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    895000 | PA      | $902911.52    | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    665000 | PA      | $696215.03    | 0.00%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223435.69    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1215717.80   | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                                    | Trimble, Inc.                                                                                                                 | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    731000 | PA      | $735639.63    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    740000 | PA      | $628685.87    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11632533 | PA      | $9770746.08   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1002000 | PA      | $880616.00    | 0.00%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1189680.96   | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                            | JetBlue Airways Corp.                                                                                                         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1824820.87   | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3269000 | PA      | $1934366.48   | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $2551439.86   | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167941 | PA      | $159814.45    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Safeway, Inc.                                                                    | Safeway, Inc.                                                                                                                 | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251798.79    | 0.00%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2585049.00   | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1565580.67   | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1046486.81   | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491415 | PA      | $448134.75    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                | Hillenbrand, Inc.                                                                                                             | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    340000 | PA      | $295259.84    | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    565000 | PA      | $540283.64    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $167683.02    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269392 | PA      | $273627.56    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1540000 | PA      | $871781.53    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320614.43    | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68371.48     | 0.00%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1200000 | PA      | $870880.28    | 0.00%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1200000 | PA      | $1106954.89   | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508166.99    | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206545.91    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Pte. Ltd.                                                       | Clifford Capital Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300H4QHGSBXBALF78       | Long             | DBT              | NUSS              | SG        |    200000 | PA      | $206212.44    | 0.00%             | 2030-01-14      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    921271 | PA      | $818796.04    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $3154190.94   | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1220892.88   | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class AS                                                                 | CUSIP: 17328CAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $453093.51    | 0.00%             | 2072-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of Communications Hong Kong Ltd.                                            | Bank of Communications Hong Kong Ltd.                                                                                         | CUSIP: N/A<br>LEI: 254900BIDL79UKUMX541       | Long             | DBT              | CORP              | HK        |    250000 | PA      | $243673.83    | 0.00%             | 2031-07-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC, Series A                                                                                           | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    305000 | PA      | $321271.20    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3593155 | PA      | $2991656.87   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    646000 | PA      | $617412.70    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2338677.42   | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K077, Class A2  | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2387048.99   | 0.01%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Pioneer Reward Ltd.                                                              | Pioneer Reward Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800S7P8CY8UE2TH93       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $809606.03    | 0.00%             | 2026-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1074164.27   | 0.00%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3337000 | PA      | $3418097.38   | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                                   | Telesat Canada                                                                                                                | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    225000 | PA      | $122279.13    | 0.00%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $680066.60    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SABIC Capital I BV                                                               | SABIC Capital I BV                                                                                                            | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $395060.56    | 0.00%             | 2050-09-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                                   | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $811177.15    | 0.00%             | 2029-02-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549144.55    | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $806365.72    | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2023B, Sub-Series B-2                                                                                | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71134.68     | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489784.03    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    625000 | PA      | $555053.78    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10759 | PA      | $10930.36     | 0.00%             | 2046-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    545000 | PA      | $546381.45    | 0.00%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $639294.41    | 0.00%             | 2031-07-02      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1163037.21   | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3162415 | PA      | $2873907.82   | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                               | Coca-Cola Europacific Partners plc                                                                                            | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $352539.86    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    439000 | PA      | $383663.80    | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Beasley Mezzanine Holdings LLC                                                   | Beasley Mezzanine Holdings LLC                                                                                                | CUSIP: 07403VAB5<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |    159000 | PA      | $68370.35     | 0.00%             | 2028-08-01      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $321067.80    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3196970 | PA      | $2910193.29   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mega Advance Investments Ltd.                                                    | Mega Advance Investments Ltd.                                                                                                 | CUSIP: 58516NAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $217482.98    | 0.00%             | 2041-05-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   2000000 | PA      | $1992811.23   | 0.01%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2Y5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2000000 | PA      | $2075455.87   | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1672617 | PA      | $1468257.13   | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg SARL                                                     | Acu Petroleo Luxembourg SARL                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    461321 | PA      | $461067.94    | 0.00%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1176919.35   | 0.00%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    759000 | PA      | $759271.51    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2215000 | PA      | $2156415.95   | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $734673.48    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    490000 | PA      | $465259.12    | 0.00%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Jinan Urban Construction International Investment Co. Ltd.                       | Jinan Urban Construction International Investment Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 6556004HMETOJY08IH68       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $384509.14    | 0.00%             | 2026-09-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    695000 | PA      | $712743.81    | 0.00%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $817897.60    | 0.00%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $934564.57    | 0.00%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3860000 | PA      | $3294566.31   | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Wakala Sukuk Bhd.                                                       | Malaysia Wakala Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 254900MRLMI21YQTK511       | Long             | DBT              | NUSS              | MY        |    250000 | PA      | $172832.59    | 0.00%             | 2051-04-28      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    395000 | PA      | $375788.47    | 0.00%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3393000 | PA      | $3330853.27   | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643569.31    | 0.00%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2023B                                                                                     | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $102219.53    | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc., Series NC5                                                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $356557.94    | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1902113.68   | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 20A                                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    570000 | PA      | $544713.82    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3526562 | PA      | $3348119.81   | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc., Series 2042                                                                                        | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $167657.97    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    995000 | PA      | $973428.16    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $905882.31    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1180000 | PA      | $1232048.02   | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                                                                | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470127.53    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3645872 | PA      | $3220007.11   | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LYB Finance Co. BV                                                               | LYB Finance Co. BV                                                                                                            | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $465597.25    | 0.00%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    750000 | PA      | $756156.96    | 0.00%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    834000 | PA      | $798941.56    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971BAL3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $598421.61    | 0.00%             | 2030-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1157438.24   | 0.00%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92899.55     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293287.30    | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $3126795.45   | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   9125000 | PA      | $8885752.24   | 0.03%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3089000 | PA      | $2082357.49   | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721515.37    | 0.00%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2Z2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     45000 | PA      | $45765.58     | 0.00%             | 2028-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2385624.61   | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $513044.61    | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61510.36     | 0.00%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1309638.79   | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $1045291.84   | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1008857.28   | 0.00%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                                                         | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    509000 | PA      | $368017.73    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    362000 | PA      | $382930.20    | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6539609 | PA      | $6426437.31   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2840825.83   | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    487000 | PA      | $325423.05    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    455000 | PA      | $446120.72    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $477460.68    | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series TT                                                                                        | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    690000 | PA      | $675455.79    | 0.00%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    782000 | PA      | $748123.37    | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    902000 | PA      | $725010.51    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1625000 | PA      | $1485979.10   | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    724000 | PA      | $689739.53    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1066825.12   | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1970000 | PA      | $2243752.04   | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $716424.01    | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    545000 | PA      | $544664.27    | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Otel Sukuk Ltd.                                                                  | Otel Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900KXP47C6DXN6A03       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398160.09    | 0.00%             | 2031-01-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    645000 | PA      | $603319.53    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5285682 | PA      | $5507161.18   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1124399.26   | 0.00%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $293524.26    | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1834720 | PA      | $1715181.33   | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62630CEG2<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    290000 | PA      | $286901.01    | 0.00%             | 2027-08-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $379198.61    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $2032141.38   | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                                            | Ford Foundation (The), Series 2020                                                                                            | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    730000 | PA      | $423287.07    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| C&S Group Enterprises LLC                                                        | C&S Group Enterprises LLC                                                                                                     | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $350156.30    | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $797619.47    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166225.72    | 0.00%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $751843.20    | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                                     | Academy Ltd.                                                                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400167.03    | 0.00%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    273000 | PA      | $268608.19    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189925.81    | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324729 | PA      | $322518.80    | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1130000 | PA      | $1013471.81   | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABQ Finance Ltd.                                                                 | ABQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300EKNBMBS9DNYE37       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386842.64    | 0.00%             | 2026-07-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    173000 | PA      | $192933.37    | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    568000 | PA      | $533544.39    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306049.23    | 0.00%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC                                                                                                      | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    880000 | PA      | $827737.23    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    629000 | PA      | $557760.30    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    414000 | PA      | $424900.36    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    580000 | PA      | $393163.54    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $363708.96    | 0.00%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                          | Rfna LP                                                                                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206371.11    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    640000 | PA      | $564440.51    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    614000 | PA      | $399169.56    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    675000 | PA      | $623022.38    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1716967.22   | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    960000 | PA      | $945510.04    | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    635000 | PA      | $648934.61    | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    505000 | PA      | $476597.04    | 0.00%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $654104.68    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29485407 | PA      | $24729752.05  | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    600000 | PA      | $563665.41    | 0.00%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23409 | PA      | $21445.58     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    478000 | PA      | $365848.67    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $531676.06    | 0.00%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C9, Class C                                                                                 | CUSIP: 05493EBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $207554.96    | 0.00%             | 2054-02-15      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1009232.67   | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AX2<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    870000 | PA      | $749007.87    | 0.00%             | 2031-09-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Western & Southern Life Insurance Co. (The)                                      | Western & Southern Life Insurance Co. (The)                                                                                   | CUSIP: 95765PAA7<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451790.11    | 0.00%             | 2049-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $888953.96    | 0.00%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    480000 | PA      | $329234.95    | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    745000 | PA      | $695005.22    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212235.23    | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1114744.03   | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178091.87    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $405993.51    | 0.00%             | 2029-05-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371148.23    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    595000 | PA      | $591921.87    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116647 | PA      | $113804.20    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                                 | Star Holding LLC                                                                                                              | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321205.00    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    939000 | PA      | $765052.59    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203704 | PA      | $193692.98    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1472000 | PA      | $1353587.91   | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814501.86    | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1003545.49   | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $961375.51    | 0.00%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474514 | PA      | $462949.41    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33150 | PA      | $32309.33     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    557000 | PA      | $419499.34    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151309 | PA      | $147276.16    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1430000 | PA      | $1306914.21   | 0.00%             | 2050-01-23      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    698000 | PA      | $585359.51    | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $456331.60    | 0.00%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B22, Class A5                                                                           | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4264789.10   | 0.01%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77450000 | PA      | $78021798.83  | 0.24%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    645000 | PA      | $668176.61    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $404631.26    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   3075000 | PA      | $3000817.77   | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    790000 | PA      | $746768.78    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1705000 | PA      | $1690726.32   | 0.01%             | 2026-04-12      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    742000 | PA      | $760597.92    | 0.00%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MAY3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1010000 | PA      | $925428.31    | 0.00%             | 2029-08-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1863567.07   | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    845000 | PA      | $854081.94    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5146569 | PA      | $4811251.05   | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GDZ Elektrik Dagitim A/S                                                         | GDZ Elektrik Dagitim A/S                                                                                                      | CUSIP: N/A<br>LEI: 984500B63B5766038A64       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $373025.17    | 0.00%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390098.18    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1022763.96   | 0.00%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2249921.14   | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1323070.93   | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    617000 | PA      | $570941.35    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 30217G2C3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $738166.09    | 0.00%             | 2028-10-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $464182.70    | 0.00%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419090.50    | 0.00%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2470111.68   | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1051087.00   | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Korn Ferry                                                                       | Korn Ferry                                                                                                                    | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    410000 | PA      | $396725.07    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $201040.24    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    701000 | PA      | $684164.76    | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1949539 | PA      | $1821446.37   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569849.94    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2538331 | PA      | $2590006.68   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    904000 | PA      | $546878.06    | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470658 | PA      | $452477.18    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                                             | Mexico Generadora de Energia S de rl                                                                                          | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    346536 | PA      | $338570.47    | 0.00%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    755000 | PA      | $766439.88    | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487144.65    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1100000 | PA      | $1141850.69   | 0.00%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112177 | PA      | $99829.55     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    470000 | PA      | $443154.70    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1149040.73   | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211840.03    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399919.38    | 0.00%             | 2033-07-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    465000 | PA      | $485060.53    | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $376030.75    | 0.00%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                                            | Thor Industries, Inc.                                                                                                         | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    505000 | PA      | $454168.14    | 0.00%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSU59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1168481 | PA      | $1154752.71   | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    661000 | PA      | $678402.67    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1926303 | PA      | $1714240.79   | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAC5<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    920000 | PA      | $919510.31    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | First National Master Note Trust, Series 2025-1, Class A                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014731.81   | 0.00%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10864729 | PA      | $9426589.90   | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    620000 | PA      | $630463.34    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1273913.06   | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2019-M2, Class A2                                      | CUSIP: 3136B3J50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1755941 | PA      | $1733076.97   | 0.01%             | 2028-11-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $412351.93    | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class AS                                                                              | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $417358.39    | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    660000 | PA      | $652822.30    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5149369 | PA      | $4332371.63   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    960000 | PA      | $604526.20    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226869.88    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    510000 | PA      | $460701.44    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $1004487.32   | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Best Buy Co., Inc.                                                               | Best Buy Co., Inc.                                                                                                            | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    606000 | PA      | $605108.01    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    888000 | PA      | $879162.96    | 0.00%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp.                                                        | Hartford HealthCare Corp.                                                                                                     | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    540000 | PA      | $379540.00    | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $792893.62    | 0.00%             | 2028-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80967 | PA      | $80868.23     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    560000 | PA      | $539681.67    | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd.                                                                     | Geopark Ltd.                                                                                                                  | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $520648.24    | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                            | Ontario Gaming GTA LP                                                                                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $399720.22    | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1153229.47   | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $724468.45    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618606.37    | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                   | BBVA Mexico SA                                                                                                                | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201424.60    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22482755 | PA      | $22113039.66  | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    235000 | PA      | $277743.92    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    191000 | PA      | $154144.41    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293000 | PA      | $294560.46    | 0.00%             | 2040-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    930000 | PA      | $809584.45    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    605000 | PA      | $554214.39    | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series F                                                                                                  | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    401000 | PA      | $344984.37    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1175022.70   | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    520000 | PA      | $534234.71    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55687 | PA      | $54595.32     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5394381 | PA      | $4732417.97   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    646300 | PA      | $466114.73    | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Cable One, Inc.                                                                  | Cable One, Inc.                                                                                                               | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    685000 | PA      | $557407.51    | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466728.98    | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $955454.70    | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Kasikornbank PCL                                                                 | Kasikornbank PCL                                                                                                              | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |    800000 | PA      | $775265.36    | 0.00%             | 2031-10-02      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $2025583.69   | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1151371.20   | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    690000 | PA      | $533051.73    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A4                                                                       | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4993742.47   | 0.02%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                                  | Selective Insurance Group, Inc.                                                                                               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190959.45    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5876000 | PA      | $4053650.99   | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |   1380000 | PA      | $1394670.32   | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1229738.13   | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1800000 | PA      | $1387269.35   | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1272489.00   | 0.00%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2336277.78   | 0.01%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAH3<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1218513.23   | 0.00%             | 2033-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $572964.10    | 0.00%             | 2054-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $606543.64    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                    | Polaris, Inc.                                                                                                                 | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    720000 | PA      | $741699.64    | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    623000 | PA      | $606005.43    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3952 | PA      | $3635.69      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                                | ACCO Brands Corp.                                                                                                             | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    585000 | PA      | $507989.89    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    715000 | PA      | $759851.77    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827040 | PA      | $689905.49    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    685000 | PA      | $584855.23    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $939402.21    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    940000 | PA      | $902242.25    | 0.00%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618688.35    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K112, Class A2                      | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2617515.40   | 0.01%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $903570.44    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    625000 | PA      | $582762.00    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $682501.90    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    125000 | PA      | $122447.52    | 0.00%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202600 | PA      | $197033.65    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2450000 | PA      | $2286886.40   | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193110.42    | 0.00%             | 2027-02-16      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                      | TEGNA, Inc.                                                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    984000 | PA      | $940448.70    | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157159.78    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $308673.37    | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2182074.85   | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1355000 | PA      | $1353499.26   | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10179 | PA      | $9376.59      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2732809 | PA      | $2428833.82   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAH2<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $594619.59    | 0.00%             | 2026-07-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    330000 | PA      | $275645.85    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $627263.66    | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $411515.92    | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    885000 | PA      | $767419.37    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    560000 | PA      | $565545.59    | 0.00%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $911826.27    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    503000 | PA      | $496474.71    | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    955000 | PA      | $865353.98    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                                    | Seaspan Corp.                                                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    850000 | PA      | $779949.37    | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                                                                | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    238000 | PA      | $205871.13    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    735000 | PA      | $722062.15    | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2672245.03   | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-A, Class A3                                                                               | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $997438.81    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                                                                 | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599002.87    | 0.00%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197029.27    | 0.00%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $769199.64    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   2284000 | PA      | $2328683.99   | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $1675388.68   | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    630000 | PA      | $652651.05    | 0.00%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1170502.92   | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    912000 | PA      | $889368.63    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-3, Class AA                                                                 | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434957 | PA      | $407778.43    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    775000 | PA      | $760526.87    | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    693000 | PA      | $530800.91    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1482782.01   | 0.00%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                                                                             | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    844000 | PA      | $828489.22    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286534.06    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257804.09    | 0.00%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $837253.14    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    145000 | PA      | $166454.70    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DZ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $610876.50    | 0.00%             | 2026-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38768 | PA      | $36333.28     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126817.94    | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V5, Class C                                                                             | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508631.99    | 0.00%             | 2057-01-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2000000 | PA      | $1938051.59   | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $552248.57    | 0.00%             | 2030-05-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1030259.68   | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1040941.37   | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $362595.01    | 0.00%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower LLC                                                                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2262039.55   | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1337163.11   | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $723571.22    | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co.                                                             | El Paso Electric Co.                                                                                                          | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381221.81    | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1500000 | PA      | $253797.89    | 0.00%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    426000 | PA      | $401348.44    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $411867.27    | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| UPMC                                                                             | UPMC                                                                                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198682.45    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    550000 | PA      | $436418.77    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                   | Consolidated Energy Finance SA                                                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    570000 | PA      | $445351.37    | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    496000 | PA      | $393692.67    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2200000 | PA      | $2252578.01   | 0.01%             | 2034-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $577772.62    | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2355000 | PA      | $2366742.03   | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505557.75    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AD                                                                            | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    388000 | PA      | $244005.47    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116919.73    | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437037.52    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    940000 | PA      | $920646.49    | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    616000 | PA      | $610492.61    | 0.00%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3207086 | PA      | $2571724.08   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1324441.78   | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    530000 | PA      | $523077.68    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BK9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $720502.40    | 0.00%             | 2029-05-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    317000 | PA      | $296517.83    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    599000 | PA      | $560576.31    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust III                                                            | Pine Street Trust III                                                                                                         | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $600275.77    | 0.00%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    925000 | PA      | $818170.79    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2009F                                                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1363567.79   | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Masdar Abu Dhabi Future Energy Co.                                               | Masdar Abu Dhabi Future Energy Co.                                                                                            | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $789486.49    | 0.00%             | 2033-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series A                                                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1243265.85   | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1618984.73   | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1021405.64   | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    564000 | PA      | $439293.61    | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342677.83    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1026570.44   | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341566.37    | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    771000 | PA      | $464883.60    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $650361.53    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1325098.55   | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4345925 | PA      | $4371733.45   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $615387.36    | 0.00%             | 2028-07-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2390876.57   | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $144386.90    | 0.00%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    315000 | PA      | $273703.99    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Lindblad Expeditions LLC                                                         | Lindblad Expeditions LLC                                                                                                      | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373749.83    | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $241962.32    | 0.00%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164509.02    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214837 | PA      | $204341.00    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7762074 | PA      | $7232610.69   | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $617090.25    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    402000 | PA      | $311767.94    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96316.65     | 0.00%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    979000 | PA      | $961714.98    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Maldives Sukuk Issuance Ltd.                                                     | Maldives Sukuk Issuance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 549300RPRH3HJCZQP933       | Long             | DBT              | NUSS              | KY        |    495000 | PA      | $371250.00    | 0.00%             | 2026-04-08      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $971406.97    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $580782.47    | 0.00%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    680000 | PA      | $624645.34    | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Newcastle Coal Infrastructure Group Pty. Ltd.                                    | Newcastle Coal Infrastructure Group Pty. Ltd.                                                                                 | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |    262389 | PA      | $258474.11    | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                           | BWX Technologies, Inc.                                                                                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $389493.88    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    715000 | PA      | $684382.43    | 0.00%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1231880.23   | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    509000 | PA      | $405674.34    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2700000 | PA      | $1650763.43   | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    222000 | PA      | $216629.23    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1287014.39   | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1176827.17   | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    592000 | PA      | $454520.78    | 0.00%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MDC Holdings, Inc.                                                               | MDC Holdings, Inc.                                                                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    586000 | PA      | $510279.86    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |   1200000 | PA      | $1078714.41   | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WRP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197235 | PA      | $179201.07    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                             | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    982000 | PA      | $1002232.17   | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    402000 | PA      | $340864.59    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    846507 | PA      | $859915.83    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $901796.86    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   2673000 | PA      | $2630173.91   | 0.01%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55073 | PA      | $53986.03     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1341177.89   | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Credit Corp.                                                    | American Express Credit Corp.                                                                                                 | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    935000 | PA      | $919175.78    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1259673.50   | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    655000 | PA      | $614581.35    | 0.00%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope LLC                                                                                                                 | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    705000 | PA      | $596615.49    | 0.00%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    805000 | PA      | $689042.12    | 0.00%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    925000 | PA      | $815345.09    | 0.00%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Arcelik A/S                                                                      | Arcelik A/S                                                                                                                   | CUSIP: N/A<br>LEI: 789000748KTQCUMJ0R25       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $410252.45    | 0.00%             | 2028-09-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                       | Infraestructura Energetica Nova SAPI de CV                                                                                    | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |    410000 | PA      | $291596.54    | 0.00%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    380000 | PA      | $291749.25    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                       | Pike Corp.                                                                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $430369.14    | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                        | ATS Corp.                                                                                                                     | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $320349.03    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340604 | PA      | $330612.50    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    957000 | PA      | $733661.63    | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $690719.41    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    440000 | PA      | $377184.66    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758696.41    | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $822677.35    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $183917.51    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1261195.36   | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                         | XP, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $810778.67    | 0.00%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Ares Finance Co. IV LLC                                                          | Ares Finance Co. IV LLC                                                                                                       | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $238896.59    | 0.00%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBT3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514019.23    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1084426 | PA      | $994378.43    | 0.00%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $900107.30    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CEC Entertainment LLC                                                            | CEC Entertainment LLC                                                                                                         | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $623835.76    | 0.00%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476116.29    | 0.00%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11392085 | PA      | $9485844.69   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    674000 | PA      | $440711.32    | 0.00%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7994131 | PA      | $7463043.24   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905304.04    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702525.34    | 0.00%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $391960.03    | 0.00%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2051000 | PA      | $2272139.45   | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296688.21    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    840000 | PA      | $858313.63    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    740000 | PA      | $629142.71    | 0.00%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    598000 | PA      | $585261.01    | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $688814.81    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548000 | PA      | $516605.79    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $375114.51    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                                  | Diamond II Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |    400000 | PA      | $398911.81    | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    913000 | PA      | $853513.79    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    645000 | PA      | $552651.29    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260496 | PA      | $239951.12    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1020914.09   | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38049000 | PA      | $38066835.47  | 0.11%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156425000 | PA      | $157671511.72 | 0.48%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1223575.44   | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                                         | Transocean Poseidon Ltd.                                                                                                      | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    435750 | PA      | $433920.42    | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    669000 | PA      | $663085.11    | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3106959 | PA      | $3160115.83   | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1501097.90   | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $731774.80    | 0.00%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Banc of California                                                               | Banc of California                                                                                                            | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |    389000 | PA      | $366565.31    | 0.00%             | 2031-05-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463908.80    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    880000 | PA      | $798830.46    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    263000 | PA      | $228838.07    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    512000 | PA      | $511630.81    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QREP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1186236 | PA      | $1193592.14   | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico SA                                                                                                     | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $608589.84    | 0.00%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                                   | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417607.00    | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   2675000 | PA      | $2476126.09   | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series O                                                                                                   | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    665000 | PA      | $656398.22    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BBG Sukuk Ltd.                                                                   | BBG Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300URWP4TDNWJXN62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $598024.22    | 0.00%             | 2029-10-09      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3602140.63   | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19483 | PA      | $18259.17     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                                       | New Mountain Finance Corp.                                                                                                    | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324970.24    | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1182559.19   | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319093.13    | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1332029.52   | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Liquid Telecommunications Financing plc                                          | Liquid Telecommunications Financing plc                                                                                       | CUSIP: N/A<br>LEI: 635400MXAVJRJJCWVI87       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $493225.35    | 0.00%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1645730.75   | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   4611000 | PA      | $4232961.40   | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1041237.30   | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   2825000 | PA      | $2571768.19   | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    710000 | PA      | $443117.34    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2022Q                                                   | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1072849.35   | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $1239910.33   | 0.00%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    995000 | PA      | $1021100.41   | 0.00%             | 2029-02-28      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $903225.65    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    667000 | PA      | $548278.99    | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1544719.91   | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2018-CD7, Class B                                                                                   | CUSIP: 12512JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $381971.58    | 0.00%             | 2051-08-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    830000 | PA      | $806902.44    | 0.00%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $883734.69    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $639280.39    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K073, Class A2                      | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $982802.40    | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                                                              | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        | 333395833 | NS      | $333395833.14 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542096.30    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628233.00    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    725000 | PA      | $574969.76    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    802000 | PA      | $774997.60    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    908000 | PA      | $889632.67    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $778925.22    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    826000 | PA      | $704930.03    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1077584.95   | 0.00%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1520015.98   | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    290000 | PA      | $242232.64    | 0.00%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SK On Co. Ltd.                                                                   | SK On Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2549004DJVWOD3WI1E40       | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1008691.35   | 0.00%             | 2026-05-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    570000 | PA      | $402895.56    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    631000 | PA      | $645697.12    | 0.00%             | 2029-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    369000 | PA      | $264130.30    | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477833.09    | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6863650 | PA      | $6297536.07   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1400000 | PA      | $1431501.12   | 0.00%             | 2030-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $947194.29    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                                   | Vallourec SACA                                                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    820000 | PA      | $849530.80    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    985000 | PA      | $950846.76    | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K114, Class A2                      | CUSIP: 3137FVNG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $871884.48    | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1545000 | PA      | $1557402.81   | 0.00%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    700000 | PA      | $674870.93    | 0.00%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Government of Mongolia                                                           | Government of Mongolia                                                                                                        | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $337158.97    | 0.00%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $290102.01    | 0.00%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2785000 | PA      | $2788805.42   | 0.01%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1938728.73   | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $740537.67    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7066915 | PA      | $7103323.75   | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    771000 | PA      | $692994.44    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    655000 | PA      | $537431.27    | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cathaylife Singapore Pte. Ltd.                                                   | Cathaylife Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900XS5E0JG85JTY26       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $196766.85    | 0.00%             | 2039-09-05      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2010                                                                                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1446782.68   | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    531000 | PA      | $520077.10    | 0.00%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    645000 | PA      | $646479.06    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121492000 | PA      | $103837693.75 | 0.31%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5ZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132870 | PA      | $122051.38    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    930000 | PA      | $940324.58    | 0.00%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                                | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    715000 | PA      | $660495.15    | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    675000 | PA      | $678662.15    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    855000 | PA      | $824648.61    | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12700043 | PA      | $11554514.37  | 0.03%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $696729.45    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNPC HK Overseas Capital Ltd.                                                    | CNPC HK Overseas Capital Ltd.                                                                                                 | CUSIP: 12622NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $218059.47    | 0.00%             | 2041-04-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $1265171.08   | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $102501.72    | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1842807.80   | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $185603.72    | 0.00%             | 2032-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1521040.97   | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    100000 | PA      | $93247.81     | 0.00%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    222000 | PA      | $173496.13    | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $1015943.84   | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    365000 | PA      | $345424.20    | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V9, Class AS                                                                            | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1041741.69   | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    695000 | PA      | $680659.41    | 0.00%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487795.02    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                           | Fortrea Holdings, Inc.                                                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    570000 | PA      | $495330.11    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4490968 | PA      | $4095302.75   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329806.63    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597515.61    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $393844.28    | 0.00%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $394135.48    | 0.00%             | 2026-10-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $609966.80    | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   1800000 | PA      | $1813496.29   | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $789166.07    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $895865.11    | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    765000 | PA      | $784557.51    | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W6F2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616229.16    | 0.00%             | 2026-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    650000 | PA      | $110711.05    | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $858925.00    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419049.91    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200997.89    | 0.00%             | 2029-07-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42069 | PA      | $41411.63     | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    825000 | PA      | $820876.52    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $955430.46    | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471145.74    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    790000 | PA      | $699546.37    | 0.00%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                                 | Timken Co. (The)                                                                                                              | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    319000 | PA      | $317330.57    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    566000 | PA      | $393993.58    | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority, Series 2022                                                                 | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     55000 | PA      | $50538.13     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $533879.87    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $543590.33    | 0.00%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    905000 | PA      | $915955.89    | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $676274.30    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    721000 | PA      | $705535.72    | 0.00%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1397756.87   | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1147423.49   | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2020-HR8, Class B                                                                      | CUSIP: 61692BCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62500 | PA      | $51494.66     | 0.00%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131941.58    | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    670000 | PA      | $617745.13    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series BB                                                                                              | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    635000 | PA      | $608836.86    | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    395000 | PA      | $461664.19    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QWP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2445 | PA      | $2325.41      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conuma Resources Ltd.                                                            | Conuma Resources Ltd.                                                                                                         | CUSIP: 21240FAA0<br>LEI: 549300YVRVP2GAVPY828 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $247759.12    | 0.00%             | 2028-05-01      | Fixed         | 13.12%                | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    740000 | PA      | $499643.43    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23024 | PA      | $22607.52     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    349000 | PA      | $239687.78    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $699443.88    | 0.00%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $511994.33    | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    760000 | PA      | $739797.21    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1458060.63   | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1600000 | PA      | $1502580.74   | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $810939.65    | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1230000 | PA      | $1232846.79   | 0.00%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    590000 | PA      | $425349.79    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals                                                                                                         | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $485485.83    | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24680000 | PA      | $23665806.25  | 0.07%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                        | CUSIP: N/A<br>LEI: 254900FO1PHX49ZIGB14       | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $291614.50    | 0.00%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1619595.51   | 0.00%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    702000 | PA      | $759106.50    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737732.25    | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2354703.73   | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   4112000 | PA      | $4028781.18   | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    370000 | PA      | $367887.90    | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    195000 | PA      | $189152.78    | 0.00%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1211067.66   | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7901372 | PA      | $7342725.15   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TVF Varlik Kiralama A/S                                                          | TVF Varlik Kiralama A/S                                                                                                       | CUSIP: N/A<br>LEI: 7890008K3XQXPH1NO713       | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $991685.12    | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1134673.33   | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    505000 | PA      | $507833.16    | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $542057.07    | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33070000 | PA      | $29841960.25  | 0.09%             | 2055-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | District of Columbia Water & Sewer Authority, Series 2014A                                                                    | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $84949.38     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493525.86    | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366688.93    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1151065.27   | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    805000 | PA      | $780145.51    | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472584 | PA      | $424470.37    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1228000 | PA      | $1199069.97   | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                           | Cellnex Finance Co. SA                                                                                                        | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    750000 | PA      | $578333.16    | 0.00%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                          | Synovus Financial Corp.                                                                                                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141068.29    | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1500000 | PA      | $1490730.68   | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500092.42    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| China Railway Xunjie Co. Ltd.                                                    | China Railway Xunjie Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 300300YS8XX94W7OT806       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $988416.58    | 0.00%             | 2026-07-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1472305.09   | 0.00%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    685000 | PA      | $679162.52    | 0.00%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3571639.06   | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    820000 | PA      | $715883.53    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2485944.10   | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1257766.24   | 0.00%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269729.15    | 0.00%             | 2028-01-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    815000 | PA      | $798160.34    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    320000 | PA      | $321965.29    | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066AAD5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $659034.22    | 0.00%             | 2042-01-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $192299.83    | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174087.12    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    715000 | PA      | $706075.17    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567167 | PA      | $477532.34    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2577000 | PA      | $2189380.67   | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $697294.81    | 0.00%             | 2038-01-19      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2021                                                                                              | CUSIP: 13063DC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $235392.99    | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $60712.16     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PM General Purchaser LLC                                                         | PM General Purchaser LLC                                                                                                      | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $607851.15    | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                       | Elastic NV                                                                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $522475.66    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series MTN1                                                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730129.71    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6413844 | PA      | $5993367.83   | 0.02%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | Agence Francaise de Developpement EPIC                                                                                        | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $600320.90    | 0.00%             | 2027-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $433775.38    | 0.00%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Anhui Transportation Holding Group HK Ltd.                                       | Anhui Transportation Holding Group HK Ltd.                                                                                    | CUSIP: N/A<br>LEI: 30030080CN4AQSINSE71       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $384211.19    | 0.00%             | 2026-08-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3046574 | PA      | $2920135.84   | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1155000 | PA      | $1042383.93   | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $937684.49    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $806576.34    | 0.00%             | 2029-01-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1025640.49   | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1196126.03   | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1400147.89   | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1458124.34   | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | Province of Manitoba                                                                                                          | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $9853.91      | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143170.21    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    425000 | PA      | $466085.73    | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    857000 | PA      | $698695.09    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    276000 | PA      | $223052.00    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $580548.99    | 0.00%             | 2026-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    455000 | PA      | $400079.28    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    798000 | PA      | $674045.24    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    765000 | PA      | $819008.06    | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp., Series 2020                                                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269512.45    | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBK4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1050762.80   | 0.00%             | 2026-10-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671000 | PA      | $631868.32    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4185000 | PA      | $4228694.18   | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    268000 | PA      | $232922.07    | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Signal Parent, Inc.                                                              | Signal Parent, Inc.                                                                                                           | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $172707.59    | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1090000 | PA      | $959077.46    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477927.78    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $843420.83    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1970000 | PA      | $2055781.24   | 0.01%             | 2034-12-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |   4000000 | PA      | $2687769.31   | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $686888.59    | 0.00%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | Carmax Auto Owner Trust, Series 2025-2, Class A3                                                                              | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $804558.30    | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    530000 | PA      | $541526.32    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    770000 | PA      | $796776.48    | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1180000 | PA      | $1204274.58   | 0.00%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460038.23    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings, Series 2021                                                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    968000 | PA      | $603994.15    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    515000 | PA      | $470042.32    | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AmeriTex HoldCo Intermediate LLC                                                                                              | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $546148.09    | 0.00%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| Oscar AcquisitionCo LLC                                                          | Oscar AcquisitionCo LLC                                                                                                       | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $555237.65    | 0.00%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509161.28    | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1050000 | PA      | $1127496.92   | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1165931.89   | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                                                              | Carlyle Finance LLC                                                                                                           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $647826.44    | 0.00%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1185696.92   | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire, Series V                                                                                 | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    265000 | PA      | $232066.01    | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    777000 | PA      | $585366.63    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    805000 | PA      | $735284.74    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356074.78    | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1040727.65   | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AP4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $242814.14    | 0.00%             | 2026-07-13      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    630000 | PA      | $617512.44    | 0.00%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cascades, Inc.                                                                   | Cascades, Inc.                                                                                                                | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $419208.83    | 0.00%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp.                                                                                                               | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352049.94    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    738000 | PA      | $492306.35    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1093494.72   | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                                                             | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    712000 | PA      | $687574.78    | 0.00%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    670000 | PA      | $658520.37    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade, Inc.                                                               | Gerdau Trade, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 5493008RWEW71JB0LO29       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $399579.15    | 0.00%             | 2027-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                   | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253585.56    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | Case Western Reserve University, Series 22-C                                                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146876.99    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96888000 | PA      | $93618030.00  | 0.28%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $674989.77    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2068100.49   | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    415000 | PA      | $404353.60    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    727000 | PA      | $729478.71    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35604600 | PA      | $26486484.47  | 0.08%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2155767.64   | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    820000 | PA      | $748739.42    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303553.94    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $572721.09    | 0.00%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                    | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $473793.59    | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $510838.46    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1847997 | PA      | $1722012.72   | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $778316.95    | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $293348.28    | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1525000 | PA      | $1587728.04   | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   3200000 | PA      | $2630731.44   | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $895370.75    | 0.00%             | 2049-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540436.81    | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    505000 | PA      | $428266.54    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1295000 | PA      | $903130.06    | 0.00%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1250934.57   | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328022.32    | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    880000 | PA      | $906714.74    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1629042.47   | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $960600.41    | 0.00%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1303773.24   | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K086, Class A2  | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $993034.78    | 0.00%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    605000 | PA      | $579007.90    | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    565000 | PA      | $550906.40    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    649000 | PA      | $637851.36    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    715000 | PA      | $710128.37    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $520652.90    | 0.00%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    985000 | PA      | $976386.03    | 0.00%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1200000 | PA      | $816487.70    | 0.00%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    654000 | PA      | $639639.91    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141609 | PA      | $134511.25    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    850000 | PA      | $685171.24    | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1665107.31   | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                        | HAH Group Holding Co. LLC                                                                                                     | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    690000 | PA      | $662762.31    | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    420000 | PA      | $433308.78    | 0.00%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33531 | PA      | $33146.80     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                    | Penske Automotive Group, Inc.                                                                                                 | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    495000 | PA      | $458652.91    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $771691.09    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    960000 | PA      | $714548.70    | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $472819.31    | 0.00%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1258486.18   | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572657.72    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                                             | AMN Healthcare, Inc.                                                                                                          | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    495000 | PA      | $473765.43    | 0.00%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2637456 | PA      | $2347756.34   | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | Cleco Corporate Holdings LLC                                                                                                  | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    345000 | PA      | $281222.17    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1036660.80   | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji A/S                                                   | Limak Yenilenebilir Enerji A/S                                                                                                | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $389000.00    | 0.00%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1548792 | PA      | $1463636.06   | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2012AD                                                                                       | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $91109.03     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $581604.46    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $324135.89    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1212824.76   | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15131292 | PA      | $13763466.58  | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103727 | PA      | $102726.43    | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    830000 | PA      | $739185.00    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452253.58    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    918000 | PA      | $779724.51    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                       | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    743000 | PA      | $735147.88    | 0.00%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    940000 | PA      | $831350.90    | 0.00%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Accident Fund Insurance Co. of America                                           | Accident Fund Insurance Co. of America                                                                                        | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4973.20      | 0.00%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2254832 | PA      | $2006646.75   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400550.51    | 0.00%             | 2027-01-24      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1200000 | PA      | $1220637.79   | 0.00%             | 2029-05-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    710000 | PA      | $681348.30    | 0.00%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2059466.52   | 0.01%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $906114.93    | 0.00%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    630000 | PA      | $578419.15    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K069, Class A2  | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5908383 | PA      | $5795280.82   | 0.02%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $140678.41    | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    754000 | PA      | $720590.13    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1589610.86   | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3350000 | PA      | $2863832.73   | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                                                               | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    297000 | PA      | $292877.35    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1358000 | PA      | $1207251.92   | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1187021.73   | 0.00%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AT7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1580000 | PA      | $1632724.79   | 0.00%             | 2034-02-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292841.05    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | NUSS              | US        |    480000 | PA      | $450935.09    | 0.00%             | 2027-06-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    755000 | PA      | $700536.70    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $572435.31    | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                       | Moog, Inc.                                                                                                                    | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    506000 | PA      | $488735.94    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406338.70    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    655000 | PA      | $712181.05    | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    705000 | PA      | $689178.20    | 0.00%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99247.40     | 0.00%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                                                         | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    716000 | PA      | $716785.75    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542819.46    | 0.00%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    401000 | PA      | $316734.86    | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A4                                                                           | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2074218.06   | 0.01%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class A3                                                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $531565.76    | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   3000000 | PA      | $2937850.25   | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: 05635JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    185000 | PA      | $173512.41    | 0.00%             | 2043-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    860000 | PA      | $878022.24    | 0.00%             | 2028-09-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3283082 | PA      | $3001785.97   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $580156.56    | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22715044 | PA      | $19086534.23  | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378486.85    | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $793488.60    | 0.00%             | 2027-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                                                                          | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $246295.36    | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $855793.90    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Odeon Finco plc                                                                  | Odeon Finco plc                                                                                                               | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $417083.80    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    818000 | PA      | $806079.62    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517708.55    | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $998635.78    | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488446.01    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350032.36    | 0.00%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1344355.18   | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2600000 | PA      | $2561053.30   | 0.01%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 2                                             | Saudi Electricity Global Sukuk Co. 2                                                                                          | CUSIP: N/A<br>LEI: 549300NU3VI6NLNU1575       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $935956.19    | 0.00%             | 2043-04-08      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28156000 | PA      | $28406764.38  | 0.09%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales SA                                                  | Telecomunicaciones Digitales SA                                                                                               | CUSIP: N/A<br>LEI: 5299008Q5GONPYNF9J32       | Long             | DBT              | CORP              | PA        |    600000 | PA      | $543020.44    | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1287304.69   | 0.00%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1167585.42   | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    840000 | PA      | $853917.06    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    490000 | PA      | $465320.71    | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    683000 | PA      | $453184.88    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                                                           | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52758.36     | 0.00%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    655000 | PA      | $639767.47    | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    635000 | PA      | $593347.34    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp.                                                          | Champ Acquisition Corp.                                                                                                       | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $633845.98    | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    655000 | PA      | $607560.51    | 0.00%             | 2030-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1450000 | PA      | $1498520.16   | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    532000 | PA      | $430068.51    | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    800000 | PA      | $686793.92    | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $373229.38    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1027492 | PA      | $1029935.16   | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    695000 | PA      | $507594.01    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10251995 | PA      | $8923874.44   | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                                   | Reliance, Inc.                                                                                                                | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175655.22    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1366459.15   | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | Fifth Third Bank NA                                                                                                           | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    655000 | PA      | $631548.96    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1336949.91   | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $583273.01    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                                                                 | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    895000 | PA      | $822053.43    | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $1016698.75   | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd.                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1895000 | PA      | $1856873.52   | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $291463.57    | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1200000 | PA      | $996611.85    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1380408 | PA      | $1283773.96   | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1594439.66   | 0.00%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5311167 | PA      | $5219254.27   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rongshi International Finance Ltd.                                               | Rongshi International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493002NOQBAWLD8YZ55       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $578893.61    | 0.00%             | 2026-11-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615168.42    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402540 | PA      | $366924.31    | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1131936.66   | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                                    | Veritas, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2411 | NS      | $55462.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4360105 | PA      | $3488818.76   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    424000 | PA      | $245655.33    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    238000 | PA      | $179185.07    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    760000 | PA      | $724462.31    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    575000 | PA      | $468625.33    | 0.00%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    856000 | PA      | $817698.91    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $831567.61    | 0.00%             | 2028-10-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | Enel Chile SA                                                                                                                 | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |   1116000 | PA      | $1110575.34   | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365200.88    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-160, Class A2 | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3437895 | PA      | $3435375.96   | 0.01%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $672343.41    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1653033.91   | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6668 | PA      | $6535.97      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6861630 | PA      | $6577712.11   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23880000 | PA      | $23305387.50  | 0.07%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5025 | PA      | $4885.82      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2902096.41   | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6898862 | PA      | $6957773.37   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7X28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162815 | PA      | $154246.52    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    873000 | PA      | $856133.72    | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAQ7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $333607.95    | 0.00%             | 2049-04-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3335445.97   | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    815000 | PA      | $807647.18    | 0.00%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    748000 | PA      | $657167.69    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    625000 | PA      | $534981.57    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                                                                            | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1794223.77   | 0.01%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329472.75    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    558000 | PA      | $551038.66    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $702418.57    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1218000 | PA      | $1210569.26   | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUSQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6986116 | PA      | $6856889.61   | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1469744.86   | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3070000 | PA      | $3095155.88   | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1810000 | PA      | $1975774.76   | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    785000 | PA      | $756340.10    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635780 | PA      | $590997.00    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    890000 | PA      | $898042.29    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    920000 | PA      | $924535.90    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    675000 | PA      | $621632.18    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2014-1, Class A                                                                  | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481344 | PA      | $464993.75    | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    865000 | PA      | $878369.31    | 0.00%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co. (The)                                                   | Dayton Power & Light Co. (The)                                                                                                | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    521000 | PA      | $382878.34    | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific MTN Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $615905.71    | 0.00%             | 2029-07-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1459801.97   | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1093275.62   | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3578696 | PA      | $3170699.17   | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    795000 | PA      | $796333.16    | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1537357.85   | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 07-A                                                                        | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140304.73    | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series 20A                                                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    187000 | PA      | $121357.40    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1199918.77   | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                                   | Mong Duong Finance Holdings BV                                                                                                | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |    381225 | PA      | $364366.13    | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1571712.56   | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   1000000 | PA      | $692346.30    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    722000 | PA      | $604397.32    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | Ahold Finance USA LLC                                                                                                         | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    897000 | PA      | $975059.82    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1270506.37   | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1104942.50   | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    873000 | PA      | $854191.76    | 0.00%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186716 | PA      | $178695.00    | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    770000 | PA      | $768200.47    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $494692.41    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421915.55    | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $299264.00    | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482925.59    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $888036.74    | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OT Midco, Inc.                                                                   | OT Midco, Inc.                                                                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $542915.27    | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1112043.79   | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Contemporary Ruiding Development Ltd.                                            | Contemporary Ruiding Development Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300MSU00BINFBY870       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $364162.71    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    565000 | PA      | $477101.59    | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                                   | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    455000 | PA      | $450746.42    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1800000 | PA      | $1756469.99   | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $842522.04    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37751300 | PA      | $35949265.29  | 0.11%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424200.50    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Xingcheng Bvi Ltd.                                                               | Xingcheng Bvi Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 655600FFMBOY3ZM8Q607       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $764623.81    | 0.00%             | 2026-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance Subsidiary LLC                                                   | Carlyle Finance Subsidiary LLC                                                                                                | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $471283.63    | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $740341.40    | 0.00%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1590794 | PA      | $1341904.05   | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1785321.06   | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    485000 | PA      | $501338.83    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    415000 | PA      | $412217.61    | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    486000 | PA      | $299775.70    | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    663000 | PA      | $583050.96    | 0.00%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2118000 | PA      | $2197202.21   | 0.01%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AAQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135392 | PA      | $127355.66    | 0.00%             | 2049-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cars.com, Inc.                                                                   | Cars.com, Inc.                                                                                                                | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393169.61    | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $231995.63    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                          | Cometa Energia SA de CV                                                                                                       | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    431302 | PA      | $429826.75    | 0.00%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2700000 | PA      | $2126213.50   | 0.01%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75959 | PA      | $67597.90     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Chile                                                                   | Banco de Chile                                                                                                                | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $349226.05    | 0.00%             | 2031-12-09      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Sunshine Life Insurance Corp. Ltd.                                               | Sunshine Life Insurance Corp. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 300300985PRR1T0KQT79       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $396672.03    | 0.00%             | 2026-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $802333.57    | 0.00%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    595000 | PA      | $580684.92    | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    500000 | PA      | $506608.12    | 0.00%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V8, Class C                                                                             | CUSIP: 08190AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1540772.14   | 0.00%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                                     | Unisys Corp.                                                                                                                  | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456819.36    | 0.00%             | 2027-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $610150.58    | 0.00%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    760000 | PA      | $739421.58    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681LAS9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $727808.59    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163702.37    | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    620000 | PA      | $673767.93    | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625419 | PA      | $1479207.60   | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1651892.45   | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co. LLC                                                | Midwest Connector Capital Co. LLC                                                                                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    957000 | PA      | $952351.74    | 0.00%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1152463.65   | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    365000 | PA      | $362977.86    | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1222210.55   | 0.00%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    685000 | PA      | $589289.75    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636378 | PA      | $566332.81    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    950000 | PA      | $973232.48    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479954.06    | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2310000 | PA      | $2343520.47   | 0.01%             | 2029-01-13      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    798000 | PA      | $791771.97    | 0.00%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1298281.06   | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    529000 | PA      | $556547.79    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Esic Sukuk Ltd.                                                                  | Esic Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300TSWFEC4DLPPH77       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $812045.78    | 0.00%             | 2029-02-14      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific Mtn Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $372916.93    | 0.00%             | 2030-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    367000 | PA      | $316302.01    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    463000 | PA      | $468085.63    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                              | Leviathan Bond Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    600000 | PA      | $589710.47    | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                   | Ingevity Corp.                                                                                                                | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    540000 | PA      | $499804.18    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1282235.06   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chinalco Capital Holdings Ltd.                                                   | Chinalco Capital Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $605248.57    | 0.00%             | 2028-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1118104.90   | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586066.54    | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2223000 | PA      | $1965629.02   | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $496346.32    | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    701000 | PA      | $716470.27    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                  | Rand Parent LLC                                                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $739622.61    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163305 | PA      | $162193.82    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1295676.29   | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    495000 | PA      | $489939.12    | 0.00%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   2000000 | PA      | $1300192.40   | 0.00%             | 2061-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2022-M1, Class A2                                      | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9890000 | PA      | $8392781.86   | 0.03%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $567801.98    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2235000 | PA      | $2092088.02   | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1500765.33   | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    415000 | PA      | $421561.58    | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    388000 | PA      | $381139.68    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    738000 | PA      | $475754.95    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1126000 | PA      | $1024191.60   | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374476.47    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nine Energy Service, Inc.                                                        | Nine Energy Service, Inc.                                                                                                     | CUSIP: 65441VAE1<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    305000 | PA      | $178920.14    | 0.00%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: —       |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $407108.23    | 0.00%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    331000 | PA      | $278975.21    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                  | Affiliated Managers Group, Inc.                                                                                               | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399757.12    | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3256591 | PA      | $2956674.61   | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112069.13    | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $623295.18    | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Duke University Health System, Inc.                                              | Duke University Health System, Inc., Series 2017                                                                              | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    558000 | PA      | $434031.40    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    775000 | PA      | $785340.37    | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618644.32    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                   | Helios Software Holdings, Inc.                                                                                                | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    390000 | PA      | $351608.67    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    615000 | PA      | $457061.05    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    630000 | PA      | $635595.87    | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1084933.81   | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203904.48    | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    692000 | PA      | $548295.24    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2160000 | PA      | $2189657.32   | 0.01%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118460.67    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    880000 | PA      | $757911.37    | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M10, Class A2                                     | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2687872 | PA      | $2637275.02   | 0.01%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                       | Farmers Insurance Exchange                                                                                                    | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    405000 | PA      | $330804.74    | 0.00%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    531000 | PA      | $541799.89    | 0.00%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    883000 | PA      | $751082.29    | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    756000 | PA      | $726636.84    | 0.00%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363770.08    | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1623569.90   | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8568045 | PA      | $8570267.77   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    920000 | PA      | $904985.72    | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496893.00    | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1703003.65   | 0.01%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $721338.30    | 0.00%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1245815.29   | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    715000 | PA      | $723489.83    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590503.40    | 0.00%             | 2029-02-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698589 | PA      | $636073.56    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    240000 | PA      | $220989.12    | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    495000 | PA      | $497338.09    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    739000 | PA      | $805893.33    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    863000 | PA      | $854540.09    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390011.95    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BM5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       100 | PA      | $91.18        | 0.00%             | 2055-11-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1126830.52   | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                         | Azule Energy Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $957377.64    | 0.00%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    725000 | PA      | $727112.74    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1625000 | PA      | $1608211.97   | 0.00%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                     | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $488928.53    | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1115332.09   | 0.00%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1396750.10   | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1605722.02   | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $689313.71    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $825702.94    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1070353.21   | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2010H                                                                      | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506461.83    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    368000 | PA      | $371301.16    | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1458775.90   | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260286 | PA      | $236487.14    | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194846.35    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1100951.08   | 0.00%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |    600000 | PA      | $609256.18    | 0.00%             | 2035-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HPHT Finance 21 II Ltd.                                                          | HPHT Finance 21 II Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900SLH6EYTB8QK559       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $382868.11    | 0.00%             | 2026-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1200000 | PA      | $1116001.90   | 0.00%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    768000 | PA      | $650519.66    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   2660000 | PA      | $2651672.92   | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | Indiana Finance Authority, Series 2021                                                                                        | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $70738.90     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $387321.95    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $554397.26    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15993 | PA      | $15395.25     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1013467 | PA      | $843765.70    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1165016.69   | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $861159.01    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $664906.97    | 0.00%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1049416.02   | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chinalco Capital Holdings Ltd.                                                   | Chinalco Capital Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $975650.75    | 0.00%             | 2026-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $822410.74    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $552160.08    | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    869000 | PA      | $702859.29    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277627.37    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1270675.32   | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1467482.83   | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                  | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    655000 | PA      | $644561.70    | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $687062.12    | 0.00%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1539445.62   | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38592000 | PA      | $36050355.00  | 0.11%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    535000 | PA      | $521795.92    | 0.00%             | 2026-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1105000 | PA      | $971042.04    | 0.00%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    703000 | PA      | $692037.79    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    780000 | PA      | $685277.35    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1040072.58   | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1009383.08   | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1293000 | PA      | $1262229.96   | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    987000 | PA      | $881828.99    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center                                               | Children's Hospital Medical Center                                                                                            | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258488.83    | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377158.78    | 0.00%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                                                    | Ashland, Inc.                                                                                                                 | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296001.20    | 0.00%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $1965883.86   | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    920000 | PA      | $884762.88    | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $361328.19    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551981.02    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1547103.64   | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1428000 | PA      | $1415293.04   | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    599000 | PA      | $383148.52    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    641000 | PA      | $628794.29    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                          | Western Union Co. (The)                                                                                                       | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    695000 | PA      | $698386.58    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1234226.85   | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    925000 | PA      | $872362.46    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134539.70    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159241.59    | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pelabuhan Indonesia Persero PT                                                   | Pelabuhan Indonesia Persero PT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    420000 | PA      | $377437.25    | 0.00%             | 2045-05-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    930000 | PA      | $830240.32    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Korea Land & Housing Corp.                                                       | Korea Land & Housing Corp.                                                                                                    | CUSIP: N/A<br>LEI: 9884009ZN0XE8VIPAC02       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $400538.86    | 0.00%             | 2027-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $1039802.02   | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland DAC                                                       | Zurich Finance Ireland DAC                                                                                                    | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $172041.96    | 0.00%             | 2052-05-02      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010GG                                                                | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252076.23    | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAK2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1603683.22   | 0.00%             | 2028-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| UMass Memorial Health Care Obligated Group                                       | UMass Memorial Health Care Obligated Group                                                                                    | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $118393.78    | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120021 | PA      | $115138.81    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $958354.05    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62745 | PA      | $59599.82     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    504000 | PA      | $462045.10    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1000000 | PA      | $937027.83    | 0.00%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2874347 | PA      | $2614461.30   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2120000 | PA      | $2044210.35   | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    525000 | PA      | $445538.83    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128P8GW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2549 | PA      | $2452.51      | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $390874.13    | 0.00%             | 2026-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                                                                     | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    474000 | PA      | $474940.95    | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    630000 | PA      | $559484.37    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    347000 | PA      | $373391.90    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31323AB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109516 | PA      | $100187.04    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70889 | PA      | $67425.52     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    504000 | PA      | $486249.60    | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    910000 | PA      | $703292.26    | 0.00%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    555000 | PA      | $562485.94    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1485162.39   | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327891.74    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7D53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43309 | PA      | $41106.76     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    303000 | PA      | $234118.65    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $238172.65    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $963481.20    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1828998.72   | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mumtalakat Sukuk Holding Co.                                                     | Mumtalakat Sukuk Holding Co.                                                                                                  | CUSIP: N/A<br>LEI: 549300EN7U0YPUUKDX15       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386035.47    | 0.00%             | 2027-01-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12859 | PA      | $12397.01     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank Bukopin Tbk. PT                                                             | Bank Bukopin Tbk. PT                                                                                                          | CUSIP: N/A<br>LEI: 254900AMT6QDVD6GO926       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195187.00    | 0.00%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                                           | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172000 | PA      | $943724.08    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3283164.06   | 0.01%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Amipeace Ltd.                                                                    | Amipeace Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300Z8IOSIIKWF5763       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $907263.84    | 0.00%             | 2030-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    548000 | PA      | $527225.24    | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1622000 | PA      | $1586562.83   | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429977.82    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    470000 | PA      | $346283.39    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2086145.38   | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                            | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399251.74    | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3450000 | PA      | $3070112.09   | 0.01%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series Q                                                                                                      | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    249000 | PA      | $208810.94    | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                                  | Amer Sports Co.                                                                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    775000 | PA      | $784341.78    | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238692 | PA      | $220038.00    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | Cleco Corporate Holdings LLC                                                                                                  | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134227.27    | 0.00%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1129746.51   | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380087.22    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                        | CGI, Inc.                                                                                                                     | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $361675.03    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3348077.73   | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337343.59    | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1787000 | PA      | $2161951.61   | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1800000 | PA      | $1098129.56   | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    894000 | PA      | $695325.73    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    415000 | PA      | $400784.87    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3285000 | PA      | $3578008.19   | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178950.73    | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4095250 | PA      | $3623528.29   | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAC5<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    355000 | PA      | $315348.52    | 0.00%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                                                                            | CUSIP: N/A<br>LEI: 254900V9UGCG42YQ6848       | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $986632.84    | 0.00%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    425000 | PA      | $435667.50    | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    865000 | PA      | $910437.21    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1337017.17   | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $606277.57    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co.                                                         | Washington Gas Light Co., Series K                                                                                            | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    417000 | PA      | $315157.49    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    499000 | PA      | $357345.69    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    645000 | PA      | $640496.41    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $908146.83    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1319791.84   | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    860000 | PA      | $766034.90    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    517000 | PA      | $461534.01    | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                            | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    675000 | PA      | $727574.31    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    545000 | PA      | $444089.47    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3583944.87   | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011AA                                                                | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    525000 | PA      | $514583.95    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    615000 | PA      | $355132.58    | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    700000 | PA      | $745051.72    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538747.30    | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9729392 | PA      | $10048006.24  | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2579 | PA      | $2449.02      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WM7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53061 | PA      | $48771.42     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1600000 | PA      | $1644605.75   | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1639693.38   | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1927287.48   | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    815000 | PA      | $836030.29    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21101441 | PA      | $19752037.58  | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    980000 | PA      | $997032.86    | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $755336.58    | 0.00%             | 2029-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                   | Liberty Utilities Finance GP 1                                                                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628000 | PA      | $541139.59    | 0.00%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1232791 | PA      | $1254244.57   | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1445000 | PA      | $1461660.60   | 0.00%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    890000 | PA      | $770604.45    | 0.00%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2105156.25   | 0.01%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    606000 | PA      | $523603.02    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1740000 | PA      | $1869001.79   | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3794428 | PA      | $3602432.12   | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paysafe Finance plc                                                              | Paysafe Finance plc                                                                                                           | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $337241.97    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| City of San Francisco                                                            | City of San Francisco, Series 2010G                                                                                           | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56295.52     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    660000 | PA      | $642652.72    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of England Euro Note                                                        | Bank of England Euro Note                                                                                                     | CUSIP: 38376HAK4<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |    230000 | PA      | $233120.80    | 0.00%             | 2027-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    540000 | PA      | $434659.37    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1831458.08   | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2225000 | PA      | $2308959.07   | 0.01%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $2965011.14   | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2A7<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   2295000 | PA      | $2381235.78   | 0.01%             | 2028-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    930000 | PA      | $936257.30    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    787000 | PA      | $768781.17    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    690000 | PA      | $623955.36    | 0.00%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    695000 | PA      | $674424.95    | 0.00%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    720000 | PA      | $674576.14    | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $971064.25    | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $802567.36    | 0.00%             | 2034-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    310000 | PA      | $237896.87    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDM9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1300000 | PA      | $1321859.89   | 0.00%             | 2029-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1108320.20   | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| A/S Mileage Plan IP Ltd.                                                         | AS Mileage Plan IP Ltd.                                                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    105000 | PA      | $100411.01    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                               | Zegona Finance plc                                                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $948307.07    | 0.00%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1054948.80   | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2428199 | PA      | $1947802.22   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $690812.46    | 0.00%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1142752.74   | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                                  | Marex Group plc                                                                                                               | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $597533.54    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 6 Ltd.                                                           | HKT Capital No. 6 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $526779.52    | 0.00%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    965000 | PA      | $929441.72    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York (The)                    | Trustees of Columbia University in the City of New York (The), Series 2024                                                    | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128898.11    | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    721000 | PA      | $712563.29    | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1642096.05   | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    615000 | PA      | $615363.31    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    615000 | PA      | $632101.86    | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $719823.96    | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    445000 | PA      | $438851.71    | 0.00%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Bonds                                                     | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1205000 | PA      | $1189609.77   | 0.00%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1247356.17   | 0.00%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1800000 | PA      | $1816363.84   | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $583483.80    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                    | Comerica Bank                                                                                                                 | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302840.42    | 0.00%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    668000 | PA      | $623099.74    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    595000 | PA      | $576332.43    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    532000 | PA      | $315677.44    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    695000 | PA      | $701395.82    | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    895000 | PA      | $879207.37    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | Michigan State University, Series 2022A                                                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $390444.15    | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                    | CUSIP: N/A<br>LEI: 549300FE4UJNCG1DB123       | Long             | DBT              | CORP              | AR        |    670000 | PA      | $639319.79    | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    740000 | PA      | $638543.46    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465368.81    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    469000 | PA      | $470269.60    | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    630000 | PA      | $599806.11    | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAA3<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300236.01    | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    217500 | PA      | $178363.49    | 0.00%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    610000 | PA      | $595383.35    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    724000 | PA      | $678084.50    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $349441.51    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3535000 | PA      | $3669426.58   | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8108640 | PA      | $6470964.00   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    485000 | PA      | $489984.89    | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                  | Transocean Titan Financing Ltd.                                                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    520238 | PA      | $515316.87    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp.                                                                                                        | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    635000 | PA      | $561439.94    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $4814367.19   | 0.01%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3500000 | PA      | $3616368.03   | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    490000 | PA      | $401195.42    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1260000 | PA      | $1216916.43   | 0.00%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $198084.80    | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                     | Hilton Worldwide Finance LLC                                                                                                  | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    546000 | PA      | $543381.22    | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   2091000 | PA      | $2118855.03   | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $927002.43    | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $1708557.41   | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1133746.10   | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    435000 | PA      | $405081.10    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1786202.72   | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    710000 | PA      | $711947.66    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    517000 | PA      | $398459.57    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                                      | APH Somerset Investor 2 LLC                                                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $752511.20    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1190267.31   | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1654108.68   | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    930000 | PA      | $933097.35    | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                                | Chevron Phillips Chemical Co. LLC                                                                                             | CUSIP: 166754AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $348321.96    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1148532.26   | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226910.02    | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16211208 | PA      | $13816659.25  | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $386682.71    | 0.00%             | 2027-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                                 | CBQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |    800000 | PA      | $776277.94    | 0.00%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239179.11    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473215.37    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    426000 | PA      | $389378.86    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1250000 | PA      | $826373.53    | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1869766.41   | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4426304 | PA      | $4193098.93   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436854.57    | 0.00%             | 2048-05-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    685000 | PA      | $673788.68    | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32122000 | PA      | $26821870.00  | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512895.56    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1476648.75   | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MNP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8257924 | PA      | $7462039.00   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1606653.61   | 0.00%             | 2033-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1700000 | PA      | $1733369.44   | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584564 | PA      | $517882.55    | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279851.22    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                                    | Fortive Corp.                                                                                                                 | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1123391.19   | 0.00%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216087.63    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2023-C21, Class A5                                                                               | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $3322419.94   | 0.01%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C30, Class A5                                                                               | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $826776.70    | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    147000 | PA      | $149007.73    | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3324000 | PA      | $2992846.21   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: 74442AAC2<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $420202.95    | 0.00%             | 2042-06-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    815000 | PA      | $830006.16    | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176239 | PA      | $156840.72    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1038159.40   | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Chongqing Nan'an Urban Construction & Development Group Co. Ltd.                 | Chongqing Nan'an Urban Construction & Development Group Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 3003001P24CZSBGLB979       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $396585.08    | 0.00%             | 2026-06-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    975000 | PA      | $740895.97    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185137 | PA      | $179945.60    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1075489.47   | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1184000 | PA      | $1178006.53   | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    395000 | PA      | $380951.85    | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357413 | PA      | $329480.40    | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1119739.66   | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518761.76    | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    640000 | PA      | $673779.58    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    615000 | PA      | $463686.86    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    660000 | PA      | $624881.31    | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    495000 | PA      | $498098.54    | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                                                              | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202819.36    | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust, Series 2024-A, Class A3                                                                       | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2020980.14   | 0.01%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| New Development Bank (The)                                                       | New Development Bank (The)                                                                                                    | CUSIP: N/A<br>LEI: 254900VPI91W77OOUM06       | Long             | DBT              | NUSS              | US        |   1200000 | PA      | $1218223.34   | 0.00%             | 2027-11-07      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2005923.48   | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1030678.15   | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    560000 | PA      | $493225.25    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   2030000 | PA      | $1977357.71   | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448563.51    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    780000 | PA      | $815471.83    | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    950000 | PA      | $927173.58    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1367594.40   | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1128916.78   | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $657132.32    | 0.00%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    925000 | PA      | $932860.11    | 0.00%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    612000 | PA      | $466174.72    | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $540976.94    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $729940.70    | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $465269.11    | 0.00%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    415000 | PA      | $372892.83    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                               | Grand Parkway Transportation Corp., Series 2020B                                                                              | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $577246.46    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    977000 | PA      | $772969.54    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    674000 | PA      | $618623.68    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $892894.89    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    594000 | PA      | $582901.40    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1285000 | PA      | $1296300.22   | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43667000 | PA      | $44013265.66  | 0.13%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    855000 | PA      | $827413.42    | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Bayfront Infrastructure Management Pte. Ltd.                                     | Bayfront Infrastructure Management Pte. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800L5FSDO5XT2PB37       | Long             | DBT              | NUSS              | SG        |    400000 | PA      | $400641.31    | 0.00%             | 2026-05-16      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    670000 | PA      | $684664.88    | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1742237.45   | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2285519.21   | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                    | Enerflex Ltd.                                                                                                                 | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    562000 | PA      | $575224.86    | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626794.22    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $677623.45    | 0.00%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FKCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12019 | PA      | $11056.09     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    463000 | PA      | $457766.57    | 0.00%             | 2033-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31283 | PA      | $28867.11     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $403780.35    | 0.00%             | 2029-06-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3586000 | PA      | $3385435.17   | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    437000 | PA      | $447501.79    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726981.13    | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BC3<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |   1215000 | PA      | $1213595.99   | 0.00%             | 2026-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $810247.65    | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2355000 | PA      | $2672698.62   | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2H7<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $783425.33    | 0.00%             | 2035-03-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97995 | PA      | $87381.11     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    790000 | PA      | $855139.84    | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AN2<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    356000 | PA      | $276516.10    | 0.00%             | 2043-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2540822 | PA      | $2361179.42   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $398665.00    | 0.00%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55700000 | PA      | $36849031.25  | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1700000 | PA      | $1969580.40   | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC                                                                                                         | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    420000 | PA      | $429595.68    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381999.18    | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| China Life Insurance Overseas Co. Ltd.                                           | China Life Insurance Overseas Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 254900GB3V5T9KMKQT53       | Long             | DBT              | CORP              | CN        |   2400000 | PA      | $2457873.51   | 0.01%             | 2033-08-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388719.12    | 0.00%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486737.01    | 0.00%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    995000 | PA      | $936631.50    | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                                     | Constellation Software, Inc.                                                                                                  | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $497334.19    | 0.00%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2012 Ltd.                                                          | CNOOC Finance 2012 Ltd.                                                                                                       | CUSIP: 12623UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    600000 | PA      | $592590.66    | 0.00%             | 2042-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    908000 | PA      | $909346.98    | 0.00%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1469583.86   | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                                            | Harley-Davidson, Inc.                                                                                                         | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254518.56    | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71785.48     | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1815000 | PA      | $1842787.70   | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1139819.64   | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $619605.53    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1151299.67   | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer plc                                                              | Marks & Spencer plc                                                                                                           | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $307791.06    | 0.00%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                       | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    527000 | PA      | $525641.07    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    715000 | PA      | $721247.51    | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    820000 | PA      | $749041.13    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K075, Class A2  | CUSIP: 3137F4X72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3065000 | PA      | $3033183.71   | 0.01%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $436130.03    | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $970235.82    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                       | MajorDrive Holdings IV LLC                                                                                                    | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    535000 | PA      | $397124.53    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    488000 | PA      | $450696.52    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555531.39    | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2017-BNK8, Class A3                                                                                              | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2049720 | PA      | $1986590.72   | 0.01%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112572.05    | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma, Series J                                                                                      | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    780000 | PA      | $664369.04    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                                              | Republic of Finland                                                                                                           | CUSIP: 317873BH9<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1000000 | PA      | $1004838.55   | 0.00%             | 2034-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2311341 | PA      | $2216728.71   | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Legg Mason, Inc.                                                                 | Legg Mason, Inc.                                                                                                              | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    536000 | PA      | $514723.58    | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2600000 | PA      | $2658968.10   | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1168638.95   | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    971000 | PA      | $903801.16    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $2995476.63   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1329534.13   | 0.00%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726306.71    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    999000 | PA      | $979991.58    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                        | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    922000 | PA      | $903305.10    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301460.15    | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    595000 | PA      | $522400.52    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $619729.76    | 0.00%             | 2033-05-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467718.55    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78432MAA3<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    515000 | PA      | $510380.00    | 0.00%             | 2026-11-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                           | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |   1225000 | PA      | $871964.32    | 0.00%             | 2050-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28467000 | PA      | $28710526.29  | 0.09%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1358473.23   | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416253.32    | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $564712.34    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2090000 | PA      | $2142437.20   | 0.01%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    577000 | PA      | $565796.62    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    575000 | PA      | $459671.53    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $343840.66    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1247000 | PA      | $1169845.62   | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    580000 | PA      | $508593.60    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33912 | PA      | $32152.60     | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1382983.31   | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2020A                                                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    925000 | PA      | $822945.76    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    850000 | PA      | $818092.01    | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80195 | PA      | $74360.48     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co.                                                             | Century Aluminum Co.                                                                                                          | CUSIP: 156431AN8<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    248000 | PA      | $250443.49    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    720000 | PA      | $678969.79    | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    300000 | PA      | $215720.94    | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $980059.84    | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6534068 | PA      | $6083781.23   | 0.02%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    682526 | PA      | $666235.50    | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1593096.07   | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    745000 | PA      | $728128.90    | 0.00%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1978399.65   | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $797601.44    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    520000 | PA      | $524349.23    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Shanghai Port Group BVI Development Co. Ltd.                                     | Shanghai Port Group BVI Development Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 30030018E34GXWP2RS97       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $189521.85    | 0.00%             | 2029-09-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $506403.56    | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359414.04    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1296000 | PA      | $1287928.37   | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLDT, Inc.                                                                       | PLDT, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $268137.23    | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2906002.92   | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560297 | PA      | $475186.77    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1113099.41   | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1100466.79   | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1168795.69   | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    935000 | PA      | $998214.22    | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rochester Gas and Electric Corp.                                                 | Rochester Gas & Electric Corp.                                                                                                | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    980000 | PA      | $960111.45    | 0.00%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1118118.59   | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | Pernod Ricard SA                                                                                                              | CUSIP: 714264AK4<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    985000 | PA      | $923401.41    | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    760000 | PA      | $716358.94    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344515 | PA      | $336975.00    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149750.84    | 0.00%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1600000 | PA      | $1291316.17   | 0.00%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1094109 | PA      | $973682.52    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation (The)                                                | Cleveland Clinic Foundation (The)                                                                                             | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267230.18    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1204930.04   | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1080000 | PA      | $936335.39    | 0.00%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7377000 | PA      | $4946275.83   | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787665.87    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1227563.69   | 0.00%             | 2026-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447225.00    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    507000 | PA      | $492570.52    | 0.00%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1078442.79   | 0.00%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $980667.47    | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    645000 | PA      | $593548.52    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45625 | PA      | $42021.88     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    730000 | PA      | $637538.32    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C7, Class B                                                                                  | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1940424.70   | 0.01%             | 2057-11-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1025799.97   | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $965417.40    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    450000 | PA      | $344632.15    | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1179546.96   | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas, Series 2009A                                                                                                  | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1039309.37   | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $878745.24    | 0.00%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    695000 | PA      | $648327.47    | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LKA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8070 | PA      | $7904.43      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                               | Barclays Commercial Mortgage Trust, Series 2019-C3, Class A4                                                                  | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1421000 | PA      | $1357467.52   | 0.00%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2527464 | PA      | $2495523.11   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1577000 | PA      | $1460498.99   | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68618000 | PA      | $69738403.28  | 0.21%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245004.70    | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    875000 | PA      | $870550.60    | 0.00%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29500000 | PA      | $27322070.31  | 0.08%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2881995.97   | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319065.54    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $694767.99    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520422 | PA      | $481410.43    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    980000 | PA      | $959519.85    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                                                                      | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    508000 | PA      | $453267.51    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487532.21    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    660000 | PA      | $638359.04    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    653000 | PA      | $739696.94    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $367508.89    | 0.00%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    690000 | PA      | $704617.99    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    895000 | PA      | $859582.57    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1800000 | PA      | $1703015.52   | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    860000 | PA      | $842453.53    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    600000 | PA      | $500118.62    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1205000 | PA      | $849896.86    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series TTT                                                                                      | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    777000 | PA      | $592006.51    | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    400000 | PA      | $393405.66    | 0.00%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Sinopec Group Overseas Development 2016 Ltd.                                     | Sinopec Group Overseas Development 2016 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002BJODD4TLAOX51       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $785117.93    | 0.00%             | 2026-09-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24791898 | PA      | $21129900.80  | 0.06%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    578000 | PA      | $526571.57    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BP4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    820000 | PA      | $803542.58    | 0.00%             | 2030-05-21      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: 74947MAD4<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $815661.46    | 0.00%             | 2028-04-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Skyworks Solutions, Inc.                                                         | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    610000 | PA      | $524784.54    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3150843.75   | 0.01%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SK Broadband Co. Ltd.                                                            | SK Broadband Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400JTBDVK7K17FX69       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $403113.87    | 0.00%             | 2028-06-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1945234.85   | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    760000 | PA      | $710432.49    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447887.89    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UPL Corp. Ltd.                                                                   | UPL Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |    400000 | PA      | $347726.15    | 0.00%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $773496.69    | 0.00%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1615347.95   | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465392.41    | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $358823.44    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    665000 | PA      | $666688.80    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1185554.96   | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $446503.99    | 0.00%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    433000 | PA      | $268621.99    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | Mount Nittany Medical Center Obligated Group, Series 2022                                                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $223702.80    | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    715000 | PA      | $704659.57    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2878124.69   | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series 20-A                                                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    655000 | PA      | $561648.43    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    515000 | PA      | $505831.58    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    639000 | PA      | $598558.34    | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    990000 | PA      | $944230.09    | 0.00%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1076559.56   | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    551000 | PA      | $494684.16    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317241.27    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1315000 | PA      | $1332510.46   | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                               | Radiate Holdco LLC                                                                                                            | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    901000 | PA      | $778882.82    | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    766000 | PA      | $744553.63    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    320000 | PA      | $319013.55    | 0.00%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1900000 | PA      | $1823958.76   | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    508000 | PA      | $428830.74    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    405000 | PA      | $416032.90    | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $577775.19    | 0.00%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    560000 | PA      | $473202.50    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1530994.72   | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517062.99    | 0.00%             | 2034-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    465000 | PA      | $429707.57    | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority, Series 2009A                                                                           | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    180000 | PA      | $191610.89    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    870000 | PA      | $746579.17    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CV2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809668.31    | 0.00%             | 2026-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YEN60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31089 | PA      | $28722.96     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1032227.14   | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                 | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1426802.90   | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11876851 | PA      | $9506707.35   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1290000 | PA      | $1340716.59   | 0.00%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4600000 | PA      | $4336186.63   | 0.01%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2020C                                                                         | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $784339.80    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    734000 | PA      | $630599.67    | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    441000 | PA      | $297752.16    | 0.00%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605283 | PA      | $552903.30    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2369886 | PA      | $1547361.49   | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665047.00    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty Municipal Holdings, Inc.                                        | Assured Guaranty Municipal Holdings, Inc.                                                                                     | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |    426000 | PA      | $389838.06    | 0.00%             | 2066-12-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1537000 | PA      | $1505954.01   | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1057895.48   | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    470000 | PA      | $411918.66    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630803.53    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    893000 | PA      | $825687.36    | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $948434.65    | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series N                                                                                                    | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    323000 | PA      | $353195.53    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383305.68   | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17901 | PA      | $17482.77     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1163526 | PA      | $988765.08    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $336889.00    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13173914 | PA      | $12686312.03  | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2021-C10, Class ASB                                                                                       | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1698322.01   | 0.01%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $968373.82    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    635000 | PA      | $657380.46    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                        | Tesco plc                                                                                                                     | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    558000 | PA      | $563061.64    | 0.00%             | 2037-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                      | Vibrantz Technologies, Inc.                                                                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    763000 | PA      | $583235.36    | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Interchile SA                                                                    | Interchile SA                                                                                                                 | CUSIP: N/A<br>LEI: 549300Y105FQQX6RCE16       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $789390.85    | 0.00%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    695000 | PA      | $571942.80    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1117516.04   | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc.                                                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2237784.22   | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1010291.01   | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3141981 | PA      | $3226544.63   | 0.01%             | 2053-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $382955.72    | 0.00%             | 2026-09-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    655000 | PA      | $636970.88    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    330000 | PA      | $321984.66    | 0.00%             | 2026-07-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226332.99    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                                 | Dua Capital Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |    200000 | PA      | $194540.42    | 0.00%             | 2026-05-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    527000 | PA      | $522885.19    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380779 | PA      | $365062.91    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1000339.94   | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1263006.71   | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                         | Valmont Industries, Inc.                                                                                                      | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215208.15    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | USGA              | IL        |     70000 | PA      | $74389.34     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 02772AAA7<br>LEI: 549300I1RRC5M591MY93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146477.90    | 0.00%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                         | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $1220141.15   | 0.00%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $911002.54    | 0.00%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shinhan Card Co. Ltd.                                                            | Shinhan Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400VPS0FMK2WR8F98       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $386477.22    | 0.00%             | 2027-01-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Asia Corp. Ltd.                                          | China Construction Bank Asia Corp. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300MPFMWO1KUUZ497       | Long             | DBT              | CORP              | HK        |    500000 | PA      | $519070.91    | 0.00%             | 2029-12-16      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    577000 | PA      | $422749.71    | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    615000 | PA      | $597558.97    | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BM5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $905528.18    | 0.00%             | 2030-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1355788.41   | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1060798.72   | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56272 | PA      | $53935.55     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                        | LKQ Corp.                                                                                                                     | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    720000 | PA      | $735533.60    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $798200.18    | 0.00%             | 2035-07-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577179.13    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99274 | PA      | $91974.10     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $950578.78    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314723.40    | 0.00%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1630000 | PA      | $1429984.91   | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2405000 | PA      | $2381676.10   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    830000 | PA      | $786143.75    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1375000 | PA      | $1426865.35   | 0.00%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN16, Class C                                                                                               | CUSIP: 065405AH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $890746.90    | 0.00%             | 2052-02-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $412140.91    | 0.00%             | 2059-11-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155207.65    | 0.00%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    710000 | PA      | $722694.20    | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    360000 | PA      | $289405.35    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hunt Oil Co. of Peru LLC Sucursal Del Peru                                       | Hunt Oil Co. of Peru LLC Sucursal Del Peru                                                                                    | CUSIP: N/A<br>LEI: 549300SVO0550J3IKN50       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $446369.13    | 0.00%             | 2033-09-18      | Fixed         | 8.55%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5887888 | PA      | $4731006.21   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                                                            | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296366.86    | 0.00%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $495409.22    | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361791.78    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417EFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195131 | PA      | $177417.58    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11143287 | PA      | $10877318.08  | 0.03%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1150000 | PA      | $1154944.19   | 0.00%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    277000 | PA      | $226414.84    | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                               | West Virginia United Health System Obligated Group, Series 2020                                                               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $82566.82     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 17                                                                                     | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    304000 | PA      | $324386.61    | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332405 | PA      | $324470.92    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                                                                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1030000 | PA      | $885276.97    | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CRH America, Inc.                                                                | CRH America, Inc.                                                                                                             | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    650000 | PA      | $595841.17    | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $754012.26    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $20302.76     | 0.00%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6916092 | PA      | $5807017.49   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295081.21    | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    352000 | PA      | $335691.26    | 0.00%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBX6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $401635.89    | 0.00%             | 2028-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11114778 | PA      | $9687124.85   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    870000 | PA      | $745975.56    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp.                                                                                                     | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    650000 | PA      | $413851.10    | 0.00%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2270997.60   | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                                             | Sydney Airport Finance Co. Pty. Ltd.                                                                                          | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $347006.70    | 0.00%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230765 | PA      | $223372.69    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $429847.18    | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1308276.52   | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748696 | PA      | $692689.85    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3175000 | PA      | $3203614.19   | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1050000 | PA      | $1115486.14   | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                            | New Enterprise Stone & Lime Co., Inc.                                                                                         | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    581000 | PA      | $563857.37    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80020000 | PA      | $53550884.38  | 0.16%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    338000 | PA      | $281549.70    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269128.26    | 0.00%             | 2039-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191980.17    | 0.00%             | 2026-11-02      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $526024.65    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    496000 | PA      | $477971.64    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                | Consolidated Communications, Inc.                                                                                             | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $365383.73    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    420000 | PA      | $464768.35    | 0.00%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $198327.04    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    445000 | PA      | $485449.12    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2081403.38   | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265756 | PA      | $256247.84    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                                                   | Telesat Canada                                                                                                                | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    380000 | PA      | $215208.50    | 0.00%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    380000 | PA      | $282619.99    | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                   | Office Properties Income Trust                                                                                                | CUSIP: 67623CAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102176 | PA      | $81848.36     | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600040.13    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    705000 | PA      | $623261.95    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    580000 | PA      | $575425.90    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $543944.19    | 0.00%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147921.84    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $317734.80    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                            | Interpublic Group of Cos., Inc. (The)                                                                                         | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    496000 | PA      | $449677.41    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23743 | PA      | $22409.15     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |  10655000 | PA      | $10612939.78  | 0.03%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    238000 | PA      | $253352.55    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1024740.52   | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $639134.38    | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100678 | PA      | $92435.35     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                              | Eldorado Gold Corp.                                                                                                           | CUSIP: N/A<br>LEI: 5493004PWQ01YDD1IH62       | Long             | DBT              | CORP              | CA        |    500000 | PA      | $492478.94    | 0.00%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |   1390000 | PA      | $1210013.36   | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                                              | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    542000 | PA      | $619783.44    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6241 | PA      | $5741.30      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | Discover Financial Services                                                                                                   | CUSIP: 254709AT5<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1083780.76   | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $380468.35    | 0.00%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $997454.47    | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $882224.21    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                               | TriNet Group, Inc.                                                                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456630.90    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $989847.25    | 0.00%             | 2026-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3925000 | PA      | $3467653.27   | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: N/A<br>LEI: 988400GSDJCW3LKJBD20       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $405187.47    | 0.00%             | 2029-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    491000 | PA      | $471091.24    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85937.80     | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Clue Opco LLC                                                                    | Clue Opco LLC                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $690109.39    | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Vestel Elektronik Sanayi ve Ticaret A/S                                          | Vestel Elektronik Sanayi ve Ticaret A/S                                                                                       | CUSIP: N/A<br>LEI: 789000X20ITI3ANQEL70       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $482940.84    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    405000 | PA      | $398417.02    | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    947000 | PA      | $936693.78    | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $995489.66    | 0.00%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2020                                                                                                  | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    448000 | PA      | $395097.10    | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    995000 | PA      | $938684.22    | 0.00%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351452.12    | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1670135.42   | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479705.88    | 0.00%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    730000 | PA      | $731545.27    | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    870000 | PA      | $766892.19    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECG8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572856.36    | 0.00%             | 2026-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    781000 | PA      | $665152.98    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    780000 | PA      | $618647.02    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259085.99    | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    655000 | PA      | $677388.60    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $235529.41    | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $605750.88    | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    705000 | PA      | $647592.60    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    925000 | PA      | $895098.55    | 0.00%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    762000 | PA      | $873442.35    | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |    455000 | PA      | $434398.73    | 0.00%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1535000 | PA      | $1491921.92   | 0.00%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2010-165                                                                      | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1354576.47   | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Constellation Insurance, Inc.                                                    | Constellation Insurance, Inc.                                                                                                 | CUSIP: 67740QAG1<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247871.03    | 0.00%             | 2031-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1408514.46   | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    592000 | PA      | $362184.67    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    485000 | PA      | $393575.95    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CK1<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    410000 | PA      | $318440.52    | 0.00%             | 2047-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    620000 | PA      | $335723.68    | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    790000 | PA      | $782871.36    | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387372.52    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    715000 | PA      | $590041.72    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    780000 | PA      | $797668.43    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    635000 | PA      | $602635.48    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    645000 | PA      | $622305.01    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    755000 | PA      | $772149.16    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2605479.39   | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52000000 | PA      | $50001250.00  | 0.15%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class A4                                                              | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1166811.17   | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2815741 | PA      | $2370742.03   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    895000 | PA      | $941904.42    | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    540000 | PA      | $316919.59    | 0.00%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1106794.94   | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $599414.72    | 0.00%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                                    | Crane NXT Co.                                                                                                                 | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200747.69    | 0.00%             | 2036-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51680000 | PA      | $51195500.00  | 0.15%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                                                                          | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1386000 | PA      | $1361351.43   | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    490000 | PA      | $483395.24    | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2996000 | PA      | $2880013.74   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1450000 | PA      | $1156011.42   | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137957 | PA      | $126633.43    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375590.74    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1040313.54   | 0.00%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1815000 | PA      | $1744565.85   | 0.01%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    555000 | PA      | $438298.60    | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    745000 | PA      | $764227.13    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3890000 | PA      | $3903483.90   | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $245777.98    | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    783000 | PA      | $782013.65    | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1549236.89   | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1243258.61   | 0.00%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    479000 | PA      | $391141.73    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                                   | JSW Steel Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $381780.07    | 0.00%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    755000 | PA      | $801325.69    | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    639000 | PA      | $655083.02    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $386987.37    | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550501.57    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp.                                                        | Merck Sharp & Dohme Corp.                                                                                                     | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    709000 | PA      | $750085.17    | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235766 | PA      | $208406.47    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1380686.07   | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    730000 | PA      | $716722.69    | 0.00%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1120000 | PA      | $1158033.79   | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | Metropolitan Transportation Authority Dedicated Tax Fund, Series 2009C                                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    460000 | PA      | $542259.50    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    920000 | PA      | $910150.35    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2440000 | PA      | $2466028.75   | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    767000 | PA      | $446295.30    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series AA                                                                                       | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116511.12    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    557000 | PA      | $542354.71    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    619000 | PA      | $417632.57    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464044.31    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1220000 | PA      | $889399.35    | 0.00%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Infrabuild Australia Pty. Ltd.                                                   | Infrabuild Australia Pty. Ltd.                                                                                                | CUSIP: 45682RAC4<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $313678.66    | 0.00%             | 2028-11-15      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                                 | Continuum Green Energy India Pvt                                                                                              | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |    586350 | PA      | $586293.73    | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    806000 | PA      | $778668.24    | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1284643.62   | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $742617.06    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10933182 | PA      | $9923981.90   | 0.03%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $200667.40    | 0.00%             | 2027-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1839215.13   | 0.01%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $120009.42    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124700000 | PA      | $106511335.94 | 0.32%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding VIII Ltd.                                                     | Alpha Star Holding VIII Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $618541.80    | 0.00%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $442164.40    | 0.00%             | 2049-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    135000 | PA      | $151289.17    | 0.00%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253745.26    | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Masdar Abu Dhabi Future Energy Co.                                               | Masdar Abu Dhabi Future Energy Co.                                                                                            | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $401324.08    | 0.00%             | 2034-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119982 | PA      | $113143.18    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp.                                                               | NorthWestern Corp.                                                                                                            | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5080.00      | 0.00%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| State Elite Global Ltd.                                                          | State Elite Global Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900FRO7K50Y54IW59       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $578924.00    | 0.00%             | 2026-09-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1395000 | PA      | $1428223.73   | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2544000 | PA      | $2255052.10   | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $295515.49    | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                             | Heartland Dental LLC                                                                                                          | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |    685000 | PA      | $722171.73    | 0.00%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1094105.72   | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    368000 | PA      | $357925.63    | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                           | Republic of Azerbaijan                                                                                                        | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |    950000 | PA      | $829363.08    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    910000 | PA      | $724980.96    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6807288 | PA      | $6950677.73   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $871175.50    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                        | New Fortress Energy, Inc.                                                                                                     | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20499.70     | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    457000 | PA      | $403469.55    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2556757.45   | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $786818.50    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $306120.28    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    760000 | PA      | $616378.76    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399402.71    | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    880000 | PA      | $892158.01    | 0.00%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    710000 | PA      | $718890.92    | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278074.13    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260111.15    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    970000 | PA      | $969391.98    | 0.00%             | 2030-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $323320.18    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    535000 | PA      | $536245.94    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2674000 | PA      | $2495811.31   | 0.01%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517330.90    | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1804000 | PA      | $1068034.39   | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    510000 | PA      | $404880.72    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROP Sukuk Trust                                                                  | ROP Sukuk Trust                                                                                                               | CUSIP: N/A<br>LEI: 254900RB1RTZ84ZMF446       | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $814353.55    | 0.00%             | 2029-06-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919892.88    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    585000 | PA      | $386970.26    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $795091.52    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61236.06     | 0.00%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    513000 | PA      | $512963.39    | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    502000 | PA      | $515598.68    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    810000 | PA      | $706899.51    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     10000 | PA      | $9932.32      | 0.00%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1299180.94   | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                         | AI Candelaria -spain- SA                                                                                                      | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    500000 | PA      | $411319.70    | 0.00%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                    | Muenchener Rueckversicherungs-Gesellschaft AG                                                                                 | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1040000 | PA      | $1052014.53   | 0.00%             | 2042-05-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $971710.93    | 0.00%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413255.29    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    520000 | PA      | $506193.91    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1510768.21   | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ste Transcore Holdings, Inc.                                                     | Ste Transcore Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 2549005ISD49W0N6WG55       | Long             | DBT              | CORP              | US        |    400000 | PA      | $399970.94    | 0.00%             | 2026-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                                    | Ferrellgas LP                                                                                                                 | CUSIP: 315289AA6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291824.66    | 0.00%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15055.03     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    709362 | PA      | $590664.06    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $598672.96    | 0.00%             | 2029-02-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                      | HEICO Corp.                                                                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    540000 | PA      | $546222.40    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $584971.62    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    805000 | PA      | $832400.15    | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    640000 | PA      | $578195.34    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    760000 | PA      | $737824.31    | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3929945 | PA      | $3581909.32   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0LA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7620575 | PA      | $7775716.58   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1446343.83   | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    423000 | PA      | $356650.16    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Express Corp. Pass-Through Trust                                         | Federal Express Corp. Pass-Through Trust, Series 2020-1                                                                       | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835311 | PA      | $704809.50    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1316616.43   | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    790000 | PA      | $816027.22    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    885000 | PA      | $764437.22    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2641993 | PA      | $2492490.78   | 0.01%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2809417.10   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    730000 | PA      | $761925.65    | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45865.70     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1099239.61   | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E02B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2814083 | PA      | $2925230.83   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    865000 | PA      | $697574.09    | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                       | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    690000 | PA      | $639892.80    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     86000 | PA      | $90994.99     | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $684030.25    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    838000 | PA      | $837451.67    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8579200 | PA      | $6865014.07   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |   1000000 | PA      | $1031306.80   | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $974820.84    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1246816.91   | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $563096.74    | 0.00%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 123                                                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    683000 | PA      | $506370.02    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $443933.63    | 0.00%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1022087.28   | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    290000 | PA      | $236144.84    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Co. Ltd.                                                        | Zurich Insurance Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |    400000 | PA      | $399583.33    | 0.00%             | 2046-06-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    462000 | PA      | $469074.12    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $327394.84    | 0.00%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123523 | PA      | $110143.58    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213543.34    | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                                  | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    505000 | PA      | $502822.27    | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    711000 | PA      | $489612.72    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                                   | Watco Cos. LLC                                                                                                                | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $689391.91    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBA1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $183642.45    | 0.00%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc. Obligated Group                                  | Indiana University Health, Inc. Obligated Group, Series 2021                                                                  | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $191431.19    | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517554.38    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1167816.31   | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    275000 | PA      | $221267.62    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $623170.54    | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401162.59    | 0.00%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    865000 | PA      | $848814.13    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292959.72    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $787551.12    | 0.00%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337385.49    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Central International Development BVI Ltd.                                       | Central International Development BVI Ltd.                                                                                    | CUSIP: N/A<br>LEI: 655600LG6TIBTHAAMT06       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401066.00    | 0.00%             | 2027-08-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    385000 | PA      | $377470.20    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1450299.51   | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303564 | PA      | $1094522.76   | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    619000 | PA      | $563803.64    | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    785000 | PA      | $777007.46    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GR2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315472.81    | 0.00%             | 2026-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202665.86    | 0.00%             | 2026-11-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1250739.41   | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    515000 | PA      | $497688.16    | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    447000 | PA      | $438983.71    | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1900000 | PA      | $1775467.81   | 0.01%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    875000 | PA      | $808488.28    | 0.00%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $473953.61    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    585000 | PA      | $363082.61    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $943247.60    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1160817.67   | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $20490937.50  | 0.06%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    745000 | PA      | $684423.96    | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1798945.31   | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1470626.33   | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    906000 | PA      | $522442.13    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1034000 | PA      | $971995.29    | 0.00%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    920000 | PA      | $1005160.86   | 0.00%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    819000 | PA      | $757241.78    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co.                                                       | Delmarva Power & Light Co.                                                                                                    | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    415000 | PA      | $335477.49    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    788000 | PA      | $778363.88    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    870000 | PA      | $755692.42    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB Holdings BV                                                                                                               | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $335826.33    | 0.00%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    430000 | PA      | $401601.13    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1021179.04   | 0.00%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1111156.95   | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $402987.05    | 0.00%             | 2028-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    616000 | PA      | $599150.43    | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1650000 | PA      | $1354864.22   | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $954997.59    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1606431.18   | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3200000 | PA      | $2649050.19   | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220118.81    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19981810 | PA      | $18842003.07  | 0.06%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $390049.77    | 0.00%             | 2026-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $910291.33    | 0.00%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1680000 | PA      | $1670097.29   | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $808087.32    | 0.00%             | 2027-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    485000 | PA      | $399697.54    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299298.11    | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co., Series KENT                                                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266174.39    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107654 | PA      | $95804.46     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series I                                                                                                     | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525384.18    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    465000 | PA      | $374528.81    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    714000 | PA      | $699620.36    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    867000 | PA      | $836703.22    | 0.00%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1763000 | PA      | $1764272.22   | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $916874.21    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    743000 | PA      | $664973.96    | 0.00%             | 2032-06-03      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class A5                                                                               | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335000 | PA      | $1401426.52   | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79269000 | PA      | $79011995.04  | 0.24%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20800000 | PA      | $12883000.00  | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $374263.30    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    480000 | PA      | $413438.09    | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486325 | PA      | $432796.03    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $405932.21    | 0.00%             | 2027-08-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    777000 | PA      | $660635.06    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    948000 | PA      | $932122.50    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                            | Electronic Arts, Inc.                                                                                                         | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $905670.87    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    660000 | PA      | $732255.27    | 0.00%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                       | BCPE Empire Holdings, Inc.                                                                                                    | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    685000 | PA      | $685000.00    | 0.00%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $226500.76    | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    890000 | PA      | $877737.57    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    905000 | PA      | $807822.30    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315081.83    | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | Inova Health System Foundation                                                                                                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    420000 | PA      | $332631.52    | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV                                               | Corp. Inmobiliaria Vesta SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $343805.71    | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29453906.25  | 0.09%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8777000 | PA      | $8840084.69   | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    755000 | PA      | $744869.97    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    491000 | PA      | $509911.16    | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2784182.55   | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $245658.35    | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $869584.21    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7183412 | PA      | $7050536.33   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $921320.25    | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1165031.24   | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $193117.96    | 0.00%             | 2026-09-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    805000 | PA      | $807993.65    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1356385.89   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    495000 | PA      | $514292.23    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    702000 | PA      | $612631.44    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489170.17    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1502163.83   | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $605467.41    | 0.00%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1556542.39   | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    905000 | PA      | $812644.62    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3923178 | PA      | $3198427.50   | 0.01%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    585000 | PA      | $594521.06    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   4000000 | PA      | $4050933.55   | 0.01%             | 2026-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1234290.86   | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                                                           | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1979301.02   | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $524825.68    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1403132.36   | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172111.15    | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1021186.20   | 0.00%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    530000 | PA      | $511747.35    | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4754910 | PA      | $3981994.37   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    565000 | PA      | $572820.24    | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                          | Webster Financial Corp.                                                                                                       | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    333000 | PA      | $321781.85    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249306.74    | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2636276.13   | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Railworks Holdings LP                                                            | Railworks Holdings LP                                                                                                         | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $340953.32    | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2566564.01   | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co.                                                       | Atlantic City Electric Co.                                                                                                    | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $513587.38    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    480000 | PA      | $413507.46    | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440939.31    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    695000 | PA      | $696351.96    | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3622133.77   | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Pension Plan Board                                             | Province of Ontario                                                                                                           | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $221298.71    | 0.00%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1844213.16   | 0.01%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    966000 | PA      | $967809.37    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    660000 | PA      | $731880.07    | 0.00%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1901203.41   | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1457094.60   | 0.00%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1006005.24   | 0.00%             | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co.                                                                    | KFH Sukuk Co.                                                                                                                 | CUSIP: N/A<br>LEI: 5493008FLJYWGCMZDN21       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1011014.72   | 0.00%             | 2029-01-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    282000 | PA      | $274758.92    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254919.19    | 0.00%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WQAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14602 | PA      | $13423.64     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426973.74    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722000 | PA      | $648602.88    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    430000 | PA      | $304713.18    | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1367016.50   | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360815.36    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $517978.97    | 0.00%             | 2031-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184666 | PA      | $164125.26    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2019-2, Class AA                                                                   | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236290 | PA      | $206852.34    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1740000 | PA      | $1729348.33   | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13453978 | PA      | $11268729.98  | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559574.32    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2024-1, Class AA                                                                   | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    976428 | PA      | $958500.10    | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $744938.41    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                        | Dream Finders Homes, Inc.                                                                                                     | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $313484.95    | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAS5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $575279.51    | 0.00%             | 2027-04-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482329.88    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR10, Class AS                                                                                            | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509427.55    | 0.00%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74183 | PA      | $65931.83     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE Capital Trust II                                                                                                          | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $680163.54    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    805000 | PA      | $812915.59    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    713000 | PA      | $710045.14    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123567.70    | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2756000 | PA      | $2736329.03   | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Provident Financing Trust I                                                      | Provident Financing Trust I                                                                                                   | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $216587.94    | 0.00%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    850000 | PA      | $840087.84    | 0.00%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4869000 | PA      | $4565524.13   | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469856.62    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $980967.39    | 0.00%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: —       |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    670000 | PA      | $662106.26    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $941420.30    | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356250.35    | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    666000 | PA      | $487650.88    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46345000 | PA      | $46732415.23  | 0.14%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $179822.17    | 0.00%             | 2030-06-22      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1330000 | PA      | $1321331.16   | 0.00%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2283000 | PA      | $2264990.06   | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Securian Financial Group, Inc.                                                   | Securian Financial Group, Inc.                                                                                                | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86729.61     | 0.00%             | 2048-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $1857394.15   | 0.01%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVCL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5110412 | PA      | $5197082.32   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1919743.48   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    390000 | PA      | $335441.28    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1275124.85   | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1850000 | PA      | $1732904.35   | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1092537.65   | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1835365.66   | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    610000 | PA      | $579611.33    | 0.00%             | 2028-04-14      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965283.80    | 0.00%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610726.54    | 0.00%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2350000 | PA      | $2490865.68   | 0.01%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448973 | PA      | $1286531.39   | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293472.63    | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1441774.72   | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125430.89    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $733136.42    | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    571000 | PA      | $404325.41    | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $885470.30    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3371800 | PA      | $3212148.66   | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1327951.11   | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    620000 | PA      | $651409.25    | 0.00%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                                       | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    482080 | PA      | $347097.60    | 0.00%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    893000 | PA      | $889457.42    | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413420.16    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $996965.82    | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $605140.84    | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $663712.51    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    578000 | PA      | $359618.98    | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    929762 | PA      | $877149.59    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $413599.46    | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                                                                      | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515194.17    | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1298325.16   | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483686.66    | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2328034.27   | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                                          | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499064.18    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                            | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    320000 | PA      | $269726.10    | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                             | Beacon Funding Trust                                                                                                          | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $743924.54    | 0.00%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998145.21   | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1460000 | PA      | $1477976.39   | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1054000 | PA      | $1029776.20   | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                        | Argentum Netherlands BV for Swiss Re Ltd.                                                                                     | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $398105.30    | 0.00%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347353.73    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    743000 | PA      | $733860.26    | 0.00%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1276976.93   | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801445.27    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                         | William Carter Co. (The)                                                                                                      | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    501000 | PA      | $487338.07    | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    665000 | PA      | $675847.85    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                  | Life Time, Inc.                                                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503886.64    | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504681.14    | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    775000 | PA      | $640190.90    | 0.00%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2430000 | PA      | $2066496.10   | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60168 | PA      | $59254.96     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    525000 | PA      | $391875.73    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    815000 | PA      | $809153.31    | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1525000 | PA      | $1511247.26   | 0.00%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    470000 | PA      | $417383.06    | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520285.74    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617B5CZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216047 | PA      | $198038.75    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1738630.49   | 0.01%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    466000 | PA      | $404337.63    | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    778000 | PA      | $602556.82    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co.                                                       | Mead Johnson Nutrition Co.                                                                                                    | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    485000 | PA      | $418556.91    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1033978.63   | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVGK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3510239 | PA      | $3364147.37   | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $491574.53    | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1785000 | PA      | $1674208.16   | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    367000 | PA      | $347412.97    | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    975000 | PA      | $968380.62    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    412000 | PA      | $362634.79    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17564143 | PA      | $16020800.12  | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1535872.40   | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    878000 | PA      | $809581.28    | 0.00%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    680000 | PA      | $678062.21    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    496000 | PA      | $501691.10    | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    648750 | PA      | $680589.71    | 0.00%             | 2031-01-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    643000 | PA      | $629947.80    | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    665000 | PA      | $609420.92    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Xin Yue Co. Ltd.                                                                 | Xin Yue Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 875500KSMQKW1JYCSJ53       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $191010.18    | 0.00%             | 2027-01-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6192994 | PA      | $4955439.31   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |    300000 | PA      | $295286.37    | 0.00%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    796000 | PA      | $782846.05    | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $435355.85    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    954000 | PA      | $902367.73    | 0.00%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160479 | PA      | $160074.61    | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $600523.27    | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $328004.47    | 0.00%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2784545.12   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    905000 | PA      | $592906.48    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $581936.86    | 0.00%             | 2033-09-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436327.01    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169861.08    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    254000 | PA      | $287802.35    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217170 | PA      | $199655.51    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1307968.12   | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $385469.48    | 0.00%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                            | Veritiv Operating Co.                                                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1051299.25   | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $788124.36    | 0.00%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1459721.97   | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1477177.19   | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1057982.01   | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86581.32     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1558870.30   | 0.00%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $418704.88    | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    800000 | PA      | $714268.34    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                                  | VOC Escrow Ltd.                                                                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    660000 | PA      | $646964.81    | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2233701 | PA      | $2316700.20   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235080.64    | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011789.72   | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                                   | SK Hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   1700000 | PA      | $1772336.95   | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15704410 | PA      | $15770031.07  | 0.05%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    390000 | PA      | $364822.22    | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1081051.88   | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FXI Holdings, Inc.                                                               | FXI Holdings, Inc.                                                                                                            | CUSIP: 36120RAE9<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    483000 | PA      | $425670.39    | 0.00%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAN7<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $622396.35    | 0.00%             | 2028-10-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317646.26    | 0.00%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $1098213.49   | 0.00%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 21-A                                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    704000 | PA      | $681799.75    | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    907000 | PA      | $835469.08    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2951000 | PA      | $2869826.03   | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    820000 | PA      | $760031.34    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1303000 | PA      | $1303982.46   | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1966892.08   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $523372.10    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                     | MasTec, Inc.                                                                                                                  | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1134334.66   | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1062754.36   | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70953000 | PA      | $72161418.28  | 0.22%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504241.77    | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    678000 | PA      | $679840.31    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Everi Holdings, Inc.                                                             | Everi Holdings, Inc.                                                                                                          | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385993.74    | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1578446.33   | 0.00%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1463801.34   | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $678909.43    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2970000 | PA      | $2958291.91   | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    306000 | PA      | $334513.88    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    815000 | PA      | $722546.67    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1299637.98   | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189156 | PA      | $174004.24    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232458.85    | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                               | Coeur Mining, Inc.                                                                                                            | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    306000 | PA      | $290579.77    | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    590000 | PA      | $601672.69    | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  13630000 | PA      | $11698913.01  | 0.04%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    693000 | PA      | $680739.49    | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    574000 | PA      | $535253.79    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $982542.31    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | Allegion plc                                                                                                                  | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    485000 | PA      | $460457.27    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                                    | Virtusa Corp.                                                                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333059.25    | 0.00%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1473522.18   | 0.00%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                                                                        | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360072.62    | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1752978.90   | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5774676 | PA      | $4874562.77   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $266120.07    | 0.00%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2830094.89   | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763896.48    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $445479.99    | 0.00%             | 2033-12-06      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1600000 | PA      | $1024419.19   | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1732415.79   | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings                                                                                                 | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    371000 | PA      | $303661.22    | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1023431.94   | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3734 | PA      | $3642.73      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    590000 | PA      | $561611.70    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $488618.87    | 0.00%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    945000 | PA      | $581401.73    | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1537785.97   | 0.00%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    299000 | PA      | $248656.89    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    470000 | PA      | $434783.24    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    740000 | PA      | $622846.98    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1228180.84   | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1471529.75   | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    208000 | PA      | $143499.61    | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2354306.17   | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1725000 | PA      | $1365677.46   | 0.00%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552000 | PA      | $513177.28    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAL7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1440000 | PA      | $1406295.85   | 0.00%             | 2026-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    540000 | PA      | $470625.10    | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1300000 | PA      | $1318817.26   | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1321324.21   | 0.00%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                 | MEG Energy Corp.                                                                                                              | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $583224.11    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $964702.36    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2011C-1                                                                                              | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    450000 | PA      | $453612.13    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4481838 | PA      | $4178258.81   | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                 | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    862000 | PA      | $829701.80    | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2002B                                                                                | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     81468 | PA      | $82610.20     | 0.00%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34392.30     | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215086 | PA      | $209048.14    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $2693156.38   | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    507000 | PA      | $512573.50    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    530000 | PA      | $498703.47    | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1520062 | PA      | $1411637.65   | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $849119.25    | 0.00%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    385000 | PA      | $371546.57    | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1410194.33   | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688946.13    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409614.42    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |    800000 | PA      | $790999.08    | 0.00%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497206.65    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    843000 | PA      | $762302.38    | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    869000 | PA      | $789750.59    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $649847.06    | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    405000 | PA      | $425430.92    | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535421.45   | 0.00%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462454.00    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |   1000000 | PA      | $650872.97    | 0.00%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272162.40    | 0.00%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1270000 | PA      | $1315860.52   | 0.00%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                        | Nokia OYJ                                                                                                                     | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    655000 | PA      | $657508.36    | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                                                                        | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    763000 | PA      | $781441.84    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    426000 | PA      | $385665.57    | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    970000 | PA      | $972498.55    | 0.00%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    705000 | PA      | $614083.36    | 0.00%             | 2030-06-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $562178.37    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AH8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1630000 | PA      | $1370291.13   | 0.00%             | 2031-09-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series 2010A                                                                         | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    855000 | PA      | $902887.95    | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    454000 | PA      | $454068.21    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1274042.61   | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12228125.00  | 0.04%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bright Galaxy International Ltd.                                                 | Bright Galaxy International Ltd.                                                                                              | CUSIP: N/A<br>LEI: 655600WU5N985MBAAW94       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $193114.22    | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    484000 | PA      | $539869.80    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28302 | PA      | $28108.96     | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $372479.86    | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46540000 | PA      | $44874740.63  | 0.14%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    935000 | PA      | $978134.01    | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| SMIC SG Holdings Pte. Ltd.                                                       | SMIC SG Holdings Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900CQKQDZMZH3G563       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $600660.59    | 0.00%             | 2029-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP, Series B                                                                                         | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    317000 | PA      | $362351.92    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1260000 | PA      | $1212005.23   | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1283075.96   | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    490000 | PA      | $479420.49    | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B10, Class A4                                                                           | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4831684.93   | 0.01%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639626.21    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    742000 | PA      | $650601.88    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                       | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    421000 | PA      | $407140.42    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1321667.39   | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1075000 | PA      | $1118205.52   | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    660000 | PA      | $583415.25    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $509490.45    | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2247590 | PA      | $2073968.39   | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    480000 | PA      | $427741.51    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    615000 | PA      | $622830.59    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14086 | PA      | $14056.78     | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48633.28     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                         | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2400000 | PA      | $2118337.10   | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 Park Funding Trust                                                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97450.71     | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5002783 | PA      | $4674079.90   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $1758963.87   | 0.01%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    668000 | PA      | $622076.87    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                         | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    600000 | PA      | $574897.56    | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205180.49    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1807000 | PA      | $1593709.23   | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453672.41    | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NCB Tier 1 Sukuk Ltd.                                                            | NCB Tier 1 Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1157252.78   | 0.00%             | 2026-07-26      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   5085000 | PA      | $4379093.00   | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1366619.67   | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $843073.23    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    744000 | PA      | $695363.23    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Co. Ltd.                                                     | PTT Treasury Center Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900FBQLIN5XACCX50       | Long             | DBT              | CORP              | TH        |    200000 | PA      | $168343.13    | 0.00%             | 2042-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $500502.74    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |   2950000 | PA      | $2815960.19   | 0.01%             | 2026-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                   | Dcli Bidco LLC                                                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    515000 | PA      | $479825.36    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                                             | AMN Healthcare, Inc.                                                                                                          | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    360000 | PA      | $322829.92    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    560000 | PA      | $539447.81    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                                                                   | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610879.58    | 0.00%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shanghai Commercial Bank Ltd.                                                    | Shanghai Commercial Bank Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300DLWZLXC60CXS69       | Long             | DBT              | CORP              | HK        |    250000 | PA      | $255483.11    | 0.00%             | 2033-02-28      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                            | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $830177.77    | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    928000 | PA      | $801657.36    | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    780000 | PA      | $608665.72    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1600000 | PA      | $1634901.63   | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1960000 | PA      | $1602046.69   | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    766000 | PA      | $622667.58    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                          | Acuris Finance US, Inc.                                                                                                       | CUSIP: 00511BAA5<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |    390000 | PA      | $345194.84    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475515.01    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305340.04    | 0.00%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $558644.58    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1761937 | PA      | $1603284.26   | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89900 | PA      | $87815.76     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1294722.44   | 0.00%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AG0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1410000 | PA      | $1346395.91   | 0.00%             | 2026-09-22      | Fixed         | 1.28%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218985 | PA      | $211976.86    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    170000 | PA      | $168098.31    | 0.00%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $2224177.12   | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    942000 | PA      | $518400.03    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    645000 | PA      | $605358.33    | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1483815.50   | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1008063.80   | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class AS                                                                                 | CUSIP: 05593QAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025068.35   | 0.00%             | 2057-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    770000 | PA      | $874892.01    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541932.80    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $916645.02    | 0.00%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $172799.13    | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    425000 | PA      | $397757.39    | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445870.68    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177427.47    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34701000 | PA      | $30110134.04  | 0.09%             | 2055-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391864.26    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3052593 | PA      | $3166020.83   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $258571.95    | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                            | Global Infrastructure Solutions, Inc.                                                                                         | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    395000 | PA      | $375540.33    | 0.00%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $260584.49    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    280000 | PA      | $241911.62    | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192243.23    | 0.00%             | 2026-09-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $334625.24    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $656762.74    | 0.00%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                            | Ares Management Corp.                                                                                                         | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475226.78    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2024-BNK47, Class A5                                                                                             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220000 | PA      | $2326605.95   | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                                                                          | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1255000 | PA      | $1239432.03   | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    800000 | PA      | $818670.31    | 0.00%             | 2030-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   2000000 | PA      | $1888064.55   | 0.01%             | 2029-12-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    965000 | PA      | $976218.86    | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8038886 | PA      | $8400553.43   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    691000 | PA      | $467481.24    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4063000 | PA      | $3971977.76   | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2470641.77   | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    888000 | PA      | $534264.80    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    680000 | PA      | $670222.76    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120885 | PA      | $115843.09    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital (The)                                                       | Mount Sinai Hospital (The), Series 2017                                                                                       | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    358000 | PA      | $259544.44    | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1260000 | PA      | $857650.42    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505938.44    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726974.79    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp.                                                               | Barrick Gold Corp.                                                                                                            | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33094.46     | 0.00%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4992989 | PA      | $3995785.20   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    935000 | PA      | $859125.35    | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346680.31    | 0.00%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    793000 | PA      | $784322.26    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $273143.14    | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    895000 | PA      | $793063.53    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    360000 | PA      | $264754.19    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    495000 | PA      | $427845.74    | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1610000 | PA      | $1778474.42   | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3400000 | PA      | $2450841.16   | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113776000 | PA      | $111913806.88 | 0.34%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1347085.55   | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $393958.63    | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kommuninvest Cooperative Society                                                 | Kommuninvest I Sverige AB                                                                                                     | CUSIP: 50046PCM5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $199145.04    | 0.00%             | 2027-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    762000 | PA      | $748064.50    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345747.55    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1254024.57   | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    296000 | PA      | $312968.68    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    910000 | PA      | $830136.63    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1046398.42   | 0.00%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                                     | ROBLOX Corp.                                                                                                                  | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    993000 | PA      | $918253.33    | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547425.48    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                                     | Deluxe Corp.                                                                                                                  | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470564.23    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1089100.21   | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                        | NVR, Inc.                                                                                                                     | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    345000 | PA      | $317313.03    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                                                                          | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    502000 | PA      | $499843.99    | 0.00%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                                  | MV24 Capital BV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    752100 | PA      | $716406.89    | 0.00%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    486000 | PA      | $392778.68    | 0.00%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $303070.99    | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7234 | PA      | $7042.67      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1527489.57   | 0.00%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1973000 | PA      | $1941407.86   | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $718960.57    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5637751 | PA      | $5875762.54   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4136904 | PA      | $3120158.24   | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                           | ON Semiconductor Corp.                                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    675000 | PA      | $638708.31    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FTAI Infra Escrow Holdings LLC                                                   | FTAI Infra Escrow Holdings LLC                                                                                                | CUSIP: 30327TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $625508.63    | 0.00%             | 2027-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $641247.58    | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527057.48    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $584600.10    | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $401337.36    | 0.00%             | 2036-05-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $956844.02    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1088857.48   | 0.00%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    580000 | PA      | $575048.74    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1270377.70   | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    770000 | PA      | $728414.49    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287680.52    | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    663000 | PA      | $663723.39    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1213043.79   | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243034.29    | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1870000 | PA      | $1553560.94   | 0.00%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    738000 | PA      | $657413.84    | 0.00%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1056526.08   | 0.00%             | 2034-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    605000 | PA      | $360801.18    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    385000 | PA      | $324399.08    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $965584.80    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $791164.05    | 0.00%             | 2032-05-02      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476137.77    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $963230.19    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1720396.97   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $853918.46    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    748000 | PA      | $587966.33    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAZ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    655000 | PA      | $664104.67    | 0.00%             | 2028-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $394044.52    | 0.00%             | 2031-06-22      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1646794.32   | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262208.08    | 0.00%             | 2043-01-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    517000 | PA      | $553156.29    | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124355.28    | 0.00%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    765000 | PA      | $768113.16    | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAB0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $248587.05    | 0.00%             | 2051-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    560000 | PA      | $538780.19    | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS Specialty Finance LLC                                                                                                    | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $185467.11    | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1176000 | PA      | $1124013.65   | 0.00%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    439000 | PA      | $277698.49    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $339574.36    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1133000 | PA      | $795103.37    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    631628 | PA      | $578336.58    | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1218886.03   | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80467.47     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245881 | PA      | $1143882.15   | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $420754.45    | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409459.31    | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1556000 | PA      | $1046738.87   | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   1470000 | PA      | $1413257.25   | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1178944.08   | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2478376.63   | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AC                                                                            | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    830000 | PA      | $663583.95    | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    830000 | PA      | $826726.44    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $980732.88    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $390290.47    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1318758.55   | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1131324.93   | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    302000 | PA      | $247436.94    | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189834.90    | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1472536.34   | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    885000 | PA      | $845522.10    | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361691.35    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $819681.67    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    867189 | PA      | $794905.78    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36050000 | PA      | $35182546.88  | 0.11%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1145000 | PA      | $1147546.40   | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C15, Class A5                                                                               | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940000 | PA      | $1783579.92   | 0.01%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $750782.53    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1106113.14   | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $535756.38    | 0.00%             | 2026-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261167 | PA      | $230859.64    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    640000 | PA      | $406233.60    | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    485000 | PA      | $409802.01    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    655000 | PA      | $661396.67    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2065584.98   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $299643.00    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779165.64    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    406000 | PA      | $291110.52    | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    145000 | PA      | $147428.18    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1542000 | PA      | $1183568.29   | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $759161.75    | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings 1, Inc.                                              | Lions Gate Capital Holdings 1, Inc.                                                                                           | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $373152.16    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                           | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $777340.83    | 0.00%             | 2034-09-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617BKPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138652 | PA      | $130799.96    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    780000 | PA      | $749899.23    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $711442.40    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: 48268KAE1<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    550000 | PA      | $537664.91    | 0.00%             | 2026-07-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1343693.37   | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                        | Diamond Foreign Asset Co.                                                                                                     | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    544000 | PA      | $520031.83    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238541.62    | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    660000 | PA      | $676510.81    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2021A                                                                                | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $531713.58    | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2312404.84   | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $832262.25    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2020C                                                                         | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $394768.52    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1005832.54   | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $427434.05    | 0.00%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1480000 | PA      | $1476513.94   | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $375094.99    | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771391.58    | 0.00%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A2                                                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6140111.57   | 0.02%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1435000 | PA      | $1467016.73   | 0.00%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109233 | PA      | $106026.22    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24961438 | PA      | $24432660.39  | 0.07%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268657.91    | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Peru SA                                                | Transportadora de Gas del Peru SA                                                                                             | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | PE        |    480000 | PA      | $473744.31    | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1603673.50   | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3800000 | PA      | $3777204.94   | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    354000 | PA      | $351278.98    | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $730808.16    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $502010.23    | 0.00%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II SARL                                                | Chile Electricity Lux Mpc II SARL                                                                                             | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    600000 | PA      | $601704.90    | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    535000 | PA      | $451110.04    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7233608 | PA      | $6075869.18   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $787464.11    | 0.00%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    894000 | PA      | $881956.95    | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                                                           | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $542860.74    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    559000 | PA      | $477669.26    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    930000 | PA      | $650746.75    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $797852.58    | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                       | United Natural Foods, Inc.                                                                                                    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    511000 | PA      | $501398.68    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $3107870.61   | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    535000 | PA      | $491366.47    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5AZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13721552 | PA      | $12768916.50  | 0.04%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series I                                                                                            | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    827000 | PA      | $752762.60    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $876711.27    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $867880.79    | 0.00%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    846000 | PA      | $651800.42    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Yanlord Land HK Co. Ltd.                                                         | Yanlord Land HK Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300O56H3950RDWG19       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $581271.45    | 0.00%             | 2026-05-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $540392.56    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2230500 | PA      | $2031929.38   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    770000 | PA      | $775872.17    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2798384 | PA      | $2644522.70   | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $988365.35    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133G7QM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5197925 | PA      | $4869137.86   | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    513000 | PA      | $517073.06    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $476817.62    | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1184137.50   | 0.00%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    676000 | PA      | $507913.20    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1096591.21   | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1233107.13   | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $726713.28    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2055479.28   | 0.01%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46980690 | PA      | $40767425.46  | 0.12%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $968716.11    | 0.00%             | 2026-06-22      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $416391.43    | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147155.46    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3382421.88   | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                  | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    513000 | PA      | $480263.92    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $2177790.67   | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $882142.80    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System                                 | East Bay Municipal Utility District Water System, Series 2010B                                                                | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $525717.62    | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4531203 | PA      | $4118423.94   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K100, Class A2                      | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6601976.62   | 0.02%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2747671.30   | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    337000 | PA      | $329386.59    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Borr IHC Ltd.                                                                    | Borr IHC Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900WQF2MM46DNLY83       | Long             | DBT              | CORP              | US        |    570874 | PA      | $459335.43    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $2268358.92   | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    385000 | PA      | $257650.91    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1036124.91   | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48818000 | PA      | $47820663.52  | 0.14%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                              | Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A4                                                                  | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4053673.04   | 0.01%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                                     | Fortis, Inc.                                                                                                                  | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   1145000 | PA      | $1120277.83   | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAP5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1213597.26   | 0.00%             | 2027-07-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6532998 | PA      | $6566239.08   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    538000 | PA      | $420412.42    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724840.13    | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y6EA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2418818 | PA      | $2470208.18   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1818465.77   | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1906060.94   | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64804000 | PA      | $64677429.69  | 0.19%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3763000 | PA      | $3628659.76   | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    875000 | PA      | $754749.51    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                         | Neogen Food Safety Corp.                                                                                                      | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $381151.98    | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $637009.98    | 0.00%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG Pearl Holdings SARL                                                                                                       | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |   1265000 | PA      | $980340.22    | 0.00%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    630000 | PA      | $538297.59    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100108.99    | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    507000 | PA      | $469781.88    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455923.58    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    955000 | PA      | $809854.13    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   2750000 | PA      | $2469743.17   | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2516306.87   | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1146321.55   | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Investment Energy Resources Ltd.                                                 | Investment Energy Resources Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900A71Y7WHN7L5K89       | Long             | DBT              | CORP              | BM        |    600000 | PA      | $573427.73    | 0.00%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    585000 | PA      | $546989.10    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    594000 | PA      | $584829.33    | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1439625.23   | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $875282.47    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co. Pte. Ltd.                                                    | ABJA Investment Co. Pte. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900E6OE5YJ9WCCU19       | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $1004519.83   | 0.00%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Access Bank plc                                                                  | Access Bank plc                                                                                                               | CUSIP: N/A<br>LEI: 029200328C3N9YI2D660       | Long             | DBT              | CORP              | NG        |    400000 | PA      | $379843.60    | 0.00%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $692865.77    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2099528 | PA      | $1907820.68   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $913935.08    | 0.00%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229404.62    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | North Texas Tollway Authority, Series 2009B                                                                                   | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1248000 | PA      | $1387912.21   | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800BKUBSWG53XNS94       | Long             | DBT              | CORP              | AU        |    600000 | PA      | $599971.64    | 0.00%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1262484.91   | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $623260.54    | 0.00%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    600000 | PA      | $606267.15    | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3221500 | PA      | $2946823.93   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    745000 | PA      | $849597.21    | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                       | Farmers Insurance Exchange                                                                                                    | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25383.31     | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281012 | PA      | $258505.76    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    555000 | PA      | $568446.65    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26665 | PA      | $24514.55     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAR1<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $378524.26    | 0.00%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343212.73    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12863 | PA      | $12516.83     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 17 II Ltd.                                            | CK Hutchison International 17 II Ltd.                                                                                         | CUSIP: 12563XAC5<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |   1103000 | PA      | $1071924.98   | 0.00%             | 2027-09-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    785000 | PA      | $788464.01    | 0.00%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    405000 | PA      | $415210.95    | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    428000 | PA      | $328977.88    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2464979 | PA      | $1978637.91   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    620000 | PA      | $609060.54    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1717463.19   | 0.01%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1264754.71   | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $762128.83    | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                                     | Phinia, Inc.                                                                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525867.76    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | Air Liquide Finance SA                                                                                                        | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    615000 | PA      | $452711.47    | 0.00%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    600000 | PA      | $592215.29    | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433621.85    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1225000 | PA      | $1237485.96   | 0.00%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16207740 | PA      | $16208284.48  | 0.05%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390611 | PA      | $348963.03    | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $338076.80    | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    635000 | PA      | $655221.10    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1430907.75   | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    545000 | PA      | $508110.56    | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    710000 | PA      | $544109.49    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    251000 | PA      | $228437.17    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3987720 | PA      | $3751617.07   | 0.01%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    845000 | PA      | $789946.57    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co. Ltd.                                              | NH Investment & Securities Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300LQ6NXDW1B8NT42       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $385012.09    | 0.00%             | 2026-10-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449806.50    | 0.00%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    835000 | PA      | $856398.45    | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    595000 | PA      | $579252.74    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    390000 | PA      | $303329.54    | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3121166 | PA      | $2512418.22   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44600000 | PA      | $44920562.50  | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $268683.25    | 0.00%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                                                              | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |   2200000 | PA      | $1946726.57   | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    463000 | PA      | $449744.09    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Reward Ltd.                                                              | Pioneer Reward Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800S7P8CY8UE2TH93       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200571.50    | 0.00%             | 2026-11-29      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139614.85    | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3475000 | PA      | $3254747.38   | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    675000 | PA      | $653799.97    | 0.00%             | 2027-06-03      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    838000 | PA      | $744117.67    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $586054.55    | 0.00%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1151959.71   | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1859780 | PA      | $1565924.16   | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1040355.75   | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531141.72    | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $2020425.03   | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    312000 | PA      | $314288.95    | 0.00%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    966000 | PA      | $836061.36    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    590000 | PA      | $584970.92    | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $849423.13    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                      | HEICO Corp.                                                                                                                   | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566235.97    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    995000 | PA      | $975763.61    | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    815000 | PA      | $821995.78    | 0.00%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218676.34   | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1596892.62   | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    890000 | PA      | $893798.51    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1150371.92   | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    683000 | PA      | $496756.81    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series L                                                                                     | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    443000 | PA      | $318516.11    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    345000 | PA      | $324661.35    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212515 | PA      | $195221.09    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219085.28    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $379888.42    | 0.00%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    283000 | PA      | $249132.53    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123804 | PA      | $114542.50    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    575000 | PA      | $564432.53    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4991249 | PA      | $4934055.01   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $624255.70    | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    880000 | PA      | $879480.97    | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    570000 | PA      | $586506.07    | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2015                                                                                       | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106333.00    | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68858000 | PA      | $69740243.13  | 0.21%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    760000 | PA      | $741691.90    | 0.00%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1191268.04   | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    713000 | PA      | $635760.74    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1066788.98   | 0.00%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                                    | Premier Entertainment Sub LLC                                                                                                 | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $372095.46    | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143678 | PA      | $139648.99    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $794267.64    | 0.00%             | 2026-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192906.18    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C8, Class A5                                                                                | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4125000 | PA      | $3597740.42   | 0.01%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $348381.40    | 0.00%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    671000 | PA      | $610800.76    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    655000 | PA      | $711247.62    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2220000 | PA      | $1903012.65   | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    875000 | PA      | $810762.30    | 0.00%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Italy Government Bond                                                                                                         | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1572000 | PA      | $1634555.13   | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    640000 | PA      | $643469.37    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5475681 | PA      | $4798650.73   | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6370149 | PA      | $6255278.07   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1030000 | PA      | $999418.10    | 0.00%             | 2027-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    712000 | PA      | $753651.14    | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    720000 | PA      | $700300.08    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430908.18    | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16339091 | PA      | $14476317.48  | 0.04%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    455000 | PA      | $439366.95    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1951977.48   | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    785000 | PA      | $711802.26    | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    747000 | PA      | $725004.62    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202495.11    | 0.00%             | 2034-06-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    825000 | PA      | $863950.62    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    745000 | PA      | $735624.02    | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Blackstone Mortgage Trust, Inc.                                                  | Blackstone Mortgage Trust, Inc.                                                                                               | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    365000 | PA      | $346661.69    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    713000 | PA      | $702186.51    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    668000 | PA      | $678193.46    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | Province of Alberta                                                                                                           | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    380000 | PA      | $378851.59    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1517000 | PA      | $1492103.27   | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61142 | PA      | $59426.11     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11737022 | PA      | $10654303.13  | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1330591.62   | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    668000 | PA      | $609904.22    | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    465000 | PA      | $442718.36    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd.                                                                   | ICL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | DBT              | CORP              | IL        |    753000 | PA      | $753153.50    | 0.00%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    892000 | PA      | $887502.75    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1200000 | PA      | $1129973.56   | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    865000 | PA      | $513713.25    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $549906.58    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $897301.99    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    703000 | PA      | $675388.33    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3399838.09   | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1008280.06   | 0.00%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $467420.46    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    772000 | PA      | $527022.87    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349318.11    | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $528820.12    | 0.00%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1275463.81   | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    594000 | PA      | $610105.67    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1768219 | PA      | $1679593.46   | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    965000 | PA      | $959447.29    | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PLDT, Inc.                                                                       | PLDT, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |    200000 | PA      | $173842.41    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    485000 | PA      | $409257.66    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Radian Group, Inc.                                                               | Radian Group, Inc.                                                                                                            | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    746000 | PA      | $742887.01    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    669000 | PA      | $618975.66    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    895000 | PA      | $152436.43    | 0.00%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | New Jersey Economic Development Authority, Series A                                                                           | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1145857.91   | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62630CEK3<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1300000 | PA      | $1321275.27   | 0.00%             | 2029-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                               | HAT Holdings I LLC                                                                                                            | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $527943.14    | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    306000 | PA      | $324542.82    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    794000 | PA      | $626094.11    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    935000 | PA      | $820912.95    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1400000 | PA      | $1471850.08   | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1418310.38   | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                   | Office Properties Income Trust                                                                                                | CUSIP: 67623CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $297585.55    | 0.00%             | 2029-03-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283669.55    | 0.00%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    714000 | PA      | $724418.18    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $672253.88    | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Munich Re America Corp.                                                          | Munich Re America Corp., Series B                                                                                             | CUSIP: 029163AD4<br>LEI: 5493000NTMGI8RSQK217 | Long             | DBT              | CORP              | US        |    305000 | PA      | $321527.24    | 0.00%             | 2026-12-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7843411 | PA      | $6289538.22   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $468093.21    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    664000 | PA      | $628063.77    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626730.16    | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140A1VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1529515 | PA      | $1556046.75   | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                                                       | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $371333.46    | 0.00%             | 2051-07-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244550.63    | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center, Series 2015                                                                           | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    466000 | PA      | $375361.22    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $476738.92    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2292923 | PA      | $2376765.01   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32464600 | PA      | $30963112.25  | 0.09%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    415000 | PA      | $381793.83    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CK Hutchison International 24 II Ltd.                                            | CK Hutchison International 24 II Ltd.                                                                                         | CUSIP: 178908AB5<br>LEI: 254900C3VDI6RVRNF366 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $384373.07    | 0.00%             | 2034-09-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret A/S                                              | Limak Cimento Sanayi ve Ticaret A/S                                                                                           | CUSIP: N/A<br>LEI: 789000EEUQIGHI88WH47       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $586472.50    | 0.00%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $900298.61    | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    485000 | PA      | $422860.27    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    999000 | PA      | $961180.49    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series R                                                                                        | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    818000 | PA      | $805720.02    | 0.00%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    530000 | PA      | $594655.17    | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    425000 | PA      | $346408.52    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    714000 | PA      | $697434.17    | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                               | Ivanhoe Mines Ltd.                                                                                                            | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $393725.08    | 0.00%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38500000 | PA      | $35705742.19  | 0.11%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1061602.41   | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    980000 | PA      | $975665.16    | 0.00%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310838 | PA      | $290356.95    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    875000 | PA      | $777899.00    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    968000 | PA      | $886395.40    | 0.00%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    685000 | PA      | $664261.43    | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2101073.06   | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3192209 | PA      | $2983610.06   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1237260.57   | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    697000 | PA      | $662301.54    | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    358000 | PA      | $318727.34    | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661554.46    | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                                                                      | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   5008000 | PA      | $4835537.60   | 0.01%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    505000 | PA      | $485203.06    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4481999 | PA      | $3607426.84   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    630000 | PA      | $552649.00    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $149069.56    | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583210.80    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    361000 | PA      | $157161.67    | 0.00%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $745335.58    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65935.67     | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $337951.94    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11948795 | PA      | $11456594.36  | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1101862.56   | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884916 | PA      | $869914.78    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $691368.08    | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $583657.30    | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    610000 | PA      | $594696.82    | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $392347.67    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463350.46    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1065000 | PA      | $914694.47    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $565115.65    | 0.00%             | 2026-12-09      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3875000 | PA      | $3549618.75   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp.                                                               | AHS Hospital Corp., Series 2021                                                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    408000 | PA      | $248155.11    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    294000 | PA      | $325539.21    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    820000 | PA      | $650297.77    | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211921.23    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1102358.31   | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $240435.20    | 0.00%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    918000 | PA      | $868268.85    | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd.                                                      | Longfor Group Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $479552.91    | 0.00%             | 2029-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240283.81    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $442313.24    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1280703.08   | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $529797.68    | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    807000 | PA      | $822878.92    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    455000 | PA      | $465706.88    | 0.00%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1898411.62   | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $274686.26    | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                            | Cantor Commercial Real Estate Lending, Series 2019-CF2, Class A5                                                              | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $692454.78    | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    570000 | PA      | $545610.09    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                              | Waste Pro USA, Inc.                                                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    760000 | PA      | $777336.45    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    930000 | PA      | $944156.62    | 0.00%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    583000 | PA      | $565971.67    | 0.00%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $772124.95    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Quincy Health LLC                                                                | Quincy Health LLC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       489 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1224357.24   | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422895.15    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    518000 | PA      | $506147.92    | 0.00%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $892573.17    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461618.44    | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2846713 | PA      | $2870781.97   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                            | New Enterprise Stone & Lime Co., Inc.                                                                                         | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270033.03    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $514386.52    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $591711.01    | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $404136.18    | 0.00%             | 2027-07-05      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506368.77    | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    785000 | PA      | $727060.51    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |    500000 | PA      | $487542.40    | 0.00%             | 2032-04-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $914924.43    | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13937 | PA      | $13529.30     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1183902.92   | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1028048.01   | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    322000 | PA      | $301525.63    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $323836.47    | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIMB Bank Bhd.                                                                   | CIMB Bank Bhd.                                                                                                                | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $382492.24    | 0.00%             | 2027-07-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2021 Ltd.                                                  | SF Holding Investment 2021 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 655600V9A105VPU0VS17       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $736584.59    | 0.00%             | 2031-11-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    851000 | PA      | $705324.81    | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274915.25    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1890500.78   | 0.01%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                                                 | OhioHealth Corp.                                                                                                              | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    399000 | PA      | $284985.37    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1529602.24   | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $829890.26    | 0.00%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1005000 | PA      | $1000517.52   | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    805000 | PA      | $780865.31    | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital (The)                                         | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71485.89     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    490000 | PA      | $473869.55    | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    557000 | PA      | $558758.35    | 0.00%             | 2029-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    475000 | PA      | $419552.01    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    870000 | PA      | $800123.73    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    481000 | PA      | $429407.52    | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $350517.50    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $410969.86    | 0.00%             | 2029-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    836000 | PA      | $794823.69    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1833424.07   | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    528000 | PA      | $520041.50    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20879000 | PA      | $21477640.08  | 0.06%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2000000 | PA      | $1889320.89   | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199720.47    | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1915000 | PA      | $1903286.96   | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    820000 | PA      | $787958.66    | 0.00%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1929495.32   | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1036187.81   | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $960347.78    | 0.00%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                                    | Premier Entertainment Sub LLC                                                                                                 | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $426830.52    | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $668495.77    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47598 | PA      | $41108.41     | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $1089604.17   | 0.00%             | 2043-10-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    945000 | PA      | $959547.23    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411786.20    | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    590000 | PA      | $489428.19    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1028183.95   | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $2815594.50   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    980000 | PA      | $946657.36    | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475730.34    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36865000 | PA      | $36778597.66  | 0.11%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    530000 | PA      | $388393.42    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    569000 | PA      | $565050.44    | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $309442.60    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    423000 | PA      | $348463.57    | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    949000 | PA      | $819784.98    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296240.95    | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBB9<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $534212.17    | 0.00%             | 2041-08-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $821271.26    | 0.00%             | 2029-05-28      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $963954.88    | 0.00%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2252500 | PA      | $2170025.08   | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1291906.11   | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    365000 | PA      | $351273.17    | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2325324.51   | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rush Obligated Group                                                             | Rush Obligated Group, Series 2020                                                                                             | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $446363.51    | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1335781.12   | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    778000 | PA      | $674623.00    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K736, Class A2                      | CUSIP: 3137FNWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8094203 | PA      | $7916991.47   | 0.02%             | 2026-07-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $73632.37     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    635000 | PA      | $616550.82    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QNB Bank A/S                                                                     | QNB Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: 789000Q21SW842S9IJ58       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $409079.07    | 0.00%             | 2029-05-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1152885.58   | 0.00%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    814000 | PA      | $759968.87    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Efesto Bidc SpA                                                                  | Efesto Bidco SpA, Series XR                                                                                                   | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |    810000 | PA      | $805869.04    | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C32, Class A5                                                                               | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1048441.01   | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $865218.98    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $974062.87    | 0.00%             | 2027-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1363007.95   | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1161924.49   | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GPS Hospitality Holding Co. LLC                                                  | GPS Hospitality Holding Co. LLC                                                                                               | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $230490.06    | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $774713.16    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $352583.61    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perenti Finance Pty. Ltd.                                                        | Perenti Finance Pty. Ltd.                                                                                                     | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $387942.59    | 0.00%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    505000 | PA      | $452172.46    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152140 | PA      | $139954.68    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $367526.81    | 0.00%             | 2031-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                           | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $477650.31    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1027327.03   | 0.00%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    406000 | PA      | $416285.42    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1113607.10   | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458178 | PA      | $420570.80    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                              | Rithm Capital Corp.                                                                                                           | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    770000 | PA      | $770251.14    | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    774000 | PA      | $773930.21    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $403740.15    | 0.00%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    855000 | PA      | $813374.02    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2539291 | PA      | $1216904.00   | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    815000 | PA      | $802298.03    | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                     | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $342797.54    | 0.00%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    740000 | PA      | $766640.42    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    690000 | PA      | $772542.98    | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    840000 | PA      | $733632.34    | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Hydro-Quebec                                                                                                                  | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    305000 | PA      | $374357.76    | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $2060384.93   | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    954000 | PA      | $948980.79    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    535000 | PA      | $431688.60    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $841413.15    | 0.00%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5422874 | PA      | $4789442.23   | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1119000 | PA      | $812193.43    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2808953.06   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    975000 | PA      | $836816.76    | 0.00%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                               | CFAMC III Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |   1430000 | PA      | $1393270.73   | 0.00%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $391601.82    | 0.00%             | 2027-08-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466829.38    | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11020412 | PA      | $9175582.62   | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1510330 | PA      | $1372007.04   | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1918000 | PA      | $1677250.13   | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    700000 | PA      | $567416.91    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $991385.63    | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553145.54    | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd.                                                            | UltraTech Cement Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $355033.46    | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    490000 | PA      | $478583.47    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2022A                                                                                          | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    153000 | PA      | $111179.37    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V14, Class A4                                                                           | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3637739.65   | 0.01%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1076799.81   | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    965000 | PA      | $567012.38    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3114920 | PA      | $2943655.18   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $758250.14    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52207000 | PA      | $53030891.72  | 0.16%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    300000 | PA      | $302852.74    | 0.00%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    660000 | PA      | $640364.01    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    900000 | PA      | $919128.06    | 0.00%             | 2034-01-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Ras Al-Khaimah PSC (The)                                        | National Bank of Ras Al-Khaimah PSC (The)                                                                                     | CUSIP: N/A<br>LEI: 254900CDNPJRAT391Y16       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $611602.58    | 0.00%             | 2029-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                          | Acuris Finance US, Inc.                                                                                                       | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $496085.13    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    794000 | PA      | $805119.14    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $340070.91    | 0.00%             | 2033-04-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149401000 | PA      | $146412980.00 | 0.44%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1142084.42   | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1220870.16   | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |    650000 | PA      | $656081.08    | 0.00%             | 2028-11-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                              | Baytex Energy Corp.                                                                                                           | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    795000 | PA      | $738693.21    | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1668979 | PA      | $1565218.06   | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1900000 | PA      | $1905219.18   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | Goldman Sachs Capital I                                                                                                       | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1379827.72   | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61050000 | PA      | $42315281.25  | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $695427.25    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund                                | Commonwealth of Massachusetts Transportation Fund, Series 2010A                                                               | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029437.87   | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    920000 | PA      | $535774.00    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499544.92    | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $523628.00    | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    785000 | PA      | $743374.66    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    412000 | PA      | $281406.90    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    265000 | PA      | $195322.84    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    343000 | PA      | $285019.56    | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1172514.26   | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    765000 | PA      | $755880.65    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    658000 | PA      | $421583.36    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4027833 | PA      | $3391275.27   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3864 | PA      | $3801.72      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1100000 | PA      | $1063995.11   | 0.00%             | 2027-02-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                          | Eskom Holdings SOC Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |    840000 | PA      | $830479.54    | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E03F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39510873 | PA      | $31593906.43  | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    480000 | PA      | $461908.69    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |   1200000 | PA      | $1112937.27   | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1009151.84   | 0.00%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Saturn Oil & Gas, Inc.                                                           | Saturn Oil & Gas, Inc.                                                                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    681125 | PA      | $615824.29    | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $269158.65    | 0.00%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4635261.02   | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    436000 | PA      | $390032.15    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    770000 | PA      | $619722.79    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1000000 | PA      | $1016291.68   | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ICBCIL Finance Co. Ltd.                                                          | ICBCIL Finance Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300ZCUURSNVTOEU07       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $389429.69    | 0.00%             | 2027-01-27      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2200000 | PA      | $1533276.58   | 0.00%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262687.56    | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    610000 | PA      | $599985.51    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Washington University (The)                                                      | Washington University (The), Series 2022                                                                                      | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    510000 | PA      | $365553.26    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                | Hillenbrand, Inc.                                                                                                             | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507860.78    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                      | Gates Corp.                                                                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    505000 | PA      | $513189.82    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2400000 | PA      | $1759991.85   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zhongyuan Zhicheng Co. Ltd.                                                      | Zhongyuan Zhicheng Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 300300EML582HGX8DB82       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $407414.98    | 0.00%             | 2027-06-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                                       | Cedars-Sinai Health System, Series 2021                                                                                       | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $95730.74     | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| MSD Investment Corp.                                                             | MSD Investment Corp.                                                                                                          | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181574.64    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer